+206.1%
GLD vs CNH
+106.0%
+100.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -4.6% | +3.0% | -7.6% | -4.7% |
| 30D | -5.5% | -0.6% | -4.9% | -5.5% |
| 3M | -10.9% | +14.6% | -25.5% | -11.3% |
| 6M | -17.4% | +11.8% | -29.2% | -17.8% |
| YTD | -10.3% | +30.4% | -40.7% | -11.0% |
| 1Y | -7.2% | +19.1% | -26.2% | -7.7% |
| 3Y | +96.9% | +30.2% | +66.7% | +95.0% |
| 5Y | +103.8% | -17.8% | +121.6% | +101.9% |
| All | +206.1% | +106.0% | +100.1% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling