-7.8%
GFS vs CNH
-9.7%
+1.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +1.5% |
| 7D | +17.2% | +6.4% | +10.8% | +13.4% |
| 30D | -8.7% | -1.6% | -7.1% | -8.4% |
| 3M | -19.7% | +11.6% | -31.2% | -26.1% |
| 6M | -40.7% | +12.5% | -53.2% | -46.3% |
| YTD | +22.5% | +31.1% | -8.5% | +1.2% |
| 1Y | +25.2% | +17.0% | +8.2% | +9.9% |
| 3Y | -17.7% | +28.7% | -46.4% | -32.6% |
| 5Y | -23.5% | -17.4% | -6.1% | -20.6% |
| All | -7.8% | -9.7% | +1.9% | -6.9% |
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