+444.2%
GD vs CNH
+64.7%
+379.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.8% |
| 7D | -5.3% | +23.3% | -28.5% | -10.5% |
| 30D | -6.4% | +33.5% | -39.9% | -13.7% |
| 3M | +5.7% | +32.7% | -27.0% | -2.8% |
| 6M | -0.9% | +22.2% | -23.1% | -7.5% |
| YTD | +8.2% | +57.7% | -49.5% | -6.2% |
| 1Y | +13.4% | +28.0% | -14.6% | +3.9% |
| 3Y | +68.5% | +11.5% | +57.0% | +55.7% |
| 5Y | +97.2% | +11.9% | +85.3% | +75.6% |
| 10Y | +190.2% | +162.8% | +27.4% | +90.3% |
| All | +444.2% | +64.7% | +379.6% | +268.4% |
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