+442.2%
GD vs CNH
+28.6%
+413.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.3% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | +8.1% | -15.2% | +23.3% | +12.4% |
| 3M | -6.8% | +4.3% | -11.0% | -8.8% |
| 6M | +3.0% | +10.1% | -7.1% | -1.5% |
| YTD | +7.8% | +23.2% | -15.4% | -0.9% |
| 1Y | +5.8% | +8.5% | -2.7% | +0.5% |
| 3Y | +55.3% | +4.1% | +51.2% | +44.6% |
| 5Y | +96.7% | -17.8% | +114.5% | +89.9% |
| 10Y | +195.4% | +113.3% | +82.1% | +104.2% |
| All | +442.2% | +28.6% | +413.6% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling