+12.6%
CNH vs GTLB
-47.1%
+59.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +4.0% |
| 7D | +23.3% | +11.1% | +12.2% | +22.2% |
| 30D | +33.5% | +37.8% | -4.3% | +29.5% |
| 3M | +32.7% | +61.6% | -28.9% | +26.8% |
| 6M | +22.2% | +98.9% | -76.7% | +13.6% |
| YTD | +57.7% | +32.8% | +24.9% | +52.3% |
| 1Y | +28.0% | +14.7% | +13.3% | +25.1% |
| 3Y | +11.5% | +1.3% | +10.2% | +7.6% |
| All | +12.6% | -47.1% | +59.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling