-2.3%
CNH vs GTLB
-49.8%
+47.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | +6.7% | -9.6% | +16.3% | +7.6% |
| 30D | +7.2% | -15.5% | +22.7% | +8.6% |
| 3M | +17.5% | +12.4% | +5.1% | +15.9% |
| 6M | +15.0% | +84.6% | -69.6% | +7.7% |
| YTD | +36.8% | +26.1% | +10.7% | +32.4% |
| 1Y | +27.6% | +1.7% | +25.9% | +26.2% |
| 3Y | +34.3% | +6.1% | +28.3% | +28.9% |
| 5Y | -12.2% | -61.1% | +48.9% | -13.1% |
| All | -2.3% | -49.8% | +47.5% | -4.6% |
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