-21.3%
GFS vs CNH
-15.2%
-6.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.9% | -5.9% | -7.9% |
| 7D | -20.7% | -0.4% | -20.3% | -20.6% |
| 30D | -25.2% | -15.2% | -10.0% | -19.3% |
| 3M | -26.3% | +4.3% | -30.6% | -29.6% |
| 6M | -50.7% | +10.1% | -60.8% | -54.9% |
| YTD | +4.5% | +23.2% | -18.7% | -10.8% |
| 1Y | +2.5% | +8.5% | -6.0% | -6.6% |
| 3Y | -30.9% | +4.1% | -35.0% | -37.1% |
| 5Y | -42.6% | -17.8% | -24.8% | -39.9% |
| All | -21.3% | -15.2% | -6.2% | -18.0% |
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 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