-32.2%
GIS vs CNH
-6.4%
-25.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.9% | -12.7% | -2.4% |
| 7D | +0.4% | +8.6% | -8.2% | -0.1% |
| 30D | +10.1% | +12.6% | -2.5% | +9.3% |
| 3M | -3.7% | +17.5% | -21.2% | -4.7% |
| 6M | +4.3% | +18.1% | -13.8% | +3.0% |
| YTD | -19.8% | +40.4% | -60.2% | -21.8% |
| 1Y | -20.5% | +34.0% | -54.5% | -22.2% |
| 3Y | -38.3% | +35.3% | -73.6% | -39.7% |
| 5Y | -32.2% | -5.1% | -27.1% | -33.0% |
| All | -32.2% | -6.4% | -25.8% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling