-21.6%
GIS vs CNH
+31.1%
-52.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.6% | +6.7% | -11.2% | -4.9% |
| 30D | +6.6% | +7.2% | -0.6% | +6.1% |
| 3M | -8.1% | +17.5% | -25.6% | -9.0% |
| 6M | +4.9% | +15.0% | -10.0% | +4.0% |
| YTD | -21.4% | +36.8% | -58.1% | -22.7% |
| 1Y | -21.6% | +27.6% | -49.2% | -23.0% |
| All | -21.6% | +31.1% | -52.7% | -23.0% |
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 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