+27.8%
GIS vs CNH
+64.7%
-36.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.8% |
| 7D | -7.8% | +23.3% | -31.1% | -9.5% |
| 30D | +6.6% | +33.5% | -26.9% | +3.9% |
| 3M | +21.0% | +32.7% | -11.7% | +17.8% |
| 6M | -9.1% | +22.2% | -31.2% | -11.0% |
| YTD | -13.6% | +57.7% | -71.3% | -17.4% |
| 1Y | -18.0% | +28.0% | -46.0% | -20.3% |
| 3Y | -33.7% | +11.5% | -45.2% | -35.2% |
| 5Y | -19.4% | +11.9% | -31.3% | -22.3% |
| 10Y | -21.3% | +162.8% | -184.0% | -33.5% |
| All | +27.8% | +64.7% | -36.8% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling