-17.3%
GIS vs CNH
+106.0%
-123.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -3.4% | +3.0% | -6.4% | -3.7% |
| 30D | +6.9% | -0.6% | +7.5% | +6.8% |
| 3M | -10.1% | +14.6% | -24.7% | -11.3% |
| 6M | +5.9% | +11.8% | -5.9% | +4.4% |
| YTD | -21.1% | +30.4% | -51.5% | -23.4% |
| 1Y | -22.5% | +19.1% | -41.5% | -24.2% |
| 3Y | -39.0% | +30.2% | -69.2% | -41.2% |
| 5Y | -33.3% | -17.8% | -15.5% | -33.8% |
| All | -17.3% | +106.0% | -123.3% | -27.5% |
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