-38.3%
GIS vs CNH
+32.9%
-71.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.9% | -12.7% | -2.4% |
| 7D | +0.4% | +8.6% | -8.2% | -0.2% |
| 30D | +10.1% | +12.6% | -2.5% | +9.2% |
| 3M | -3.7% | +17.5% | -21.2% | -4.8% |
| 6M | +4.3% | +18.1% | -13.8% | +2.9% |
| YTD | -19.8% | +40.4% | -60.2% | -22.0% |
| 1Y | -20.5% | +34.0% | -54.5% | -22.4% |
| 3Y | -38.3% | +35.3% | -73.6% | -37.3% |
| All | -38.3% | +32.9% | -71.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling