+188.5%
GD vs CNH
+116.5%
+72.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.4% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | +8.9% | -7.2% | +16.1% | +10.9% |
| 3M | -8.0% | +6.5% | -14.6% | -10.8% |
| 6M | +2.9% | +7.9% | -5.0% | -1.3% |
| YTD | +7.1% | +26.6% | -19.5% | -3.0% |
| 1Y | +5.9% | +13.8% | -7.8% | -1.2% |
| 3Y | +53.9% | +9.2% | +44.7% | +39.9% |
| 5Y | +95.4% | -15.6% | +111.0% | +86.1% |
| All | +188.5% | +116.5% | +72.0% | +82.9% |
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