-16.8%
GIS vs CNH
+157.1%
-173.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -8.6% | +1.8% | -10.4% | -8.8% |
| 30D | -0.5% | +32.6% | -33.1% | -2.8% |
| 3M | +11.9% | +29.4% | -17.5% | +9.3% |
| 6M | -11.6% | +26.0% | -37.6% | -13.6% |
| YTD | -16.3% | +52.2% | -68.5% | -19.6% |
| 1Y | -21.8% | +23.9% | -45.6% | -23.6% |
| 3Y | -35.7% | +10.1% | -45.8% | -37.0% |
| 5Y | -22.9% | +13.2% | -36.0% | -25.6% |
| 10Y | -16.8% | +160.7% | -177.5% | -30.3% |
| All | -16.8% | +157.1% | -173.9% | -30.3% |
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 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