+164.9%
GD vs CNH
+107.0%
+57.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | 0.0% |
| 7D | +1.9% | +6.4% | -4.5% | 0.0% |
| 30D | +9.2% | -1.6% | +10.9% | +9.4% |
| 3M | -7.5% | +11.6% | -19.0% | -11.4% |
| 6M | +5.8% | +12.5% | -6.8% | +0.1% |
| YTD | +9.8% | +31.1% | -21.3% | -1.6% |
| 1Y | +5.8% | +17.0% | -11.2% | -2.1% |
| 3Y | +58.0% | +28.7% | +29.3% | +36.5% |
| 5Y | +100.4% | -17.4% | +117.8% | +93.1% |
| All | +164.9% | +107.0% | +57.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling