+17.7%
GIS vs CNH
+40.2%
-22.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.4% |
| 7D | +1.5% | +4.5% | -3.0% | +1.1% |
| 30D | +9.2% | +7.6% | +1.6% | +8.4% |
| 3M | -5.4% | +17.0% | -22.4% | -6.9% |
| 6M | +3.4% | +12.9% | -9.5% | +1.9% |
| YTD | -20.5% | +34.3% | -54.7% | -23.0% |
| 1Y | -20.0% | +28.5% | -48.5% | -22.3% |
| 3Y | -38.6% | +31.9% | -70.5% | -41.0% |
| 5Y | -33.1% | -9.6% | -23.5% | -34.3% |
| 10Y | -16.4% | +106.3% | -122.7% | -27.9% |
| All | +17.7% | +40.2% | -22.5% | +3.9% |
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 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