-32.0%
GFS vs CNH
-6.4%
-25.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.9% | -6.0% | -0.4% |
| 7D | -3.1% | +8.6% | -11.7% | -6.9% |
| 30D | -16.0% | +12.6% | -28.6% | -21.2% |
| 3M | -24.7% | +17.5% | -42.2% | -32.2% |
| 6M | -45.1% | +18.1% | -63.2% | -51.3% |
| YTD | +16.5% | +40.4% | -23.9% | -6.8% |
| 1Y | +19.3% | +34.0% | -14.7% | -2.3% |
| 3Y | -20.0% | +35.3% | -55.3% | -35.8% |
| 5Y | -32.0% | -5.1% | -26.9% | -35.0% |
| All | -32.0% | -6.4% | -25.6% | -35.0% |
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