-34.7%
GFS vs CNH
-14.7%
-20.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.5% | +4.9% |
| 7D | -7.8% | -1.7% | -6.1% | -6.9% |
| 30D | -19.7% | -7.2% | -12.4% | -17.0% |
| 3M | -23.1% | +6.5% | -29.7% | -27.3% |
| 6M | -46.4% | +7.9% | -54.2% | -50.2% |
| YTD | +11.0% | +26.6% | -15.6% | -6.3% |
| 1Y | +12.6% | +13.8% | -1.1% | +0.3% |
| 3Y | -24.9% | +9.2% | -34.1% | -33.3% |
| All | -34.7% | -14.7% | -20.0% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling