-22.8%
GIS vs CNH
+7.1%
-30.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -1.3% |
| 7D | -8.3% | +8.8% | -17.1% | -8.8% |
| 30D | +2.2% | +24.7% | -22.5% | +0.8% |
| 3M | +15.7% | +27.3% | -11.6% | +13.8% |
| 6M | -12.0% | +23.2% | -35.1% | -13.3% |
| YTD | -15.0% | +48.9% | -63.9% | -17.3% |
| 1Y | -20.1% | +19.4% | -39.5% | -21.3% |
| 3Y | -34.6% | +7.8% | -42.4% | -35.3% |
| 5Y | -22.8% | +8.7% | -31.6% | -24.9% |
| All | -22.8% | +7.1% | -30.0% | -24.9% |
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