-17.4%
GIS vs CNH
+15.2%
-32.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.2% |
| 7D | +8.5% | +6.5% | +2.0% | +8.0% |
| 30D | +15.3% | -12.0% | +27.3% | +16.0% |
| 3M | +0.9% | +4.4% | -3.4% | +0.7% |
| 6M | +7.9% | +15.7% | -7.7% | +7.1% |
| YTD | -17.6% | +28.2% | -45.8% | -18.1% |
| 1Y | -17.4% | +14.8% | -32.2% | -18.2% |
| All | -17.4% | +15.2% | -32.6% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling