-4.1%
CNH vs GTLB
-50.5%
+46.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | +4.5% | -10.9% | +15.4% | +5.5% |
| 30D | +7.6% | -15.3% | +22.9% | +9.0% |
| 3M | +17.0% | +14.6% | +2.4% | +15.2% |
| 6M | +12.9% | +79.6% | -66.7% | +6.1% |
| YTD | +34.3% | +24.3% | +9.9% | +30.1% |
| 1Y | +28.5% | +1.0% | +27.5% | +27.2% |
| 3Y | +31.9% | +4.6% | +27.3% | +26.6% |
| 5Y | -9.6% | -63.7% | +54.1% | -10.1% |
| All | -4.1% | -50.5% | +46.4% | -6.2% |
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