+208.4%
GLD vs CNH
+107.8%
+100.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.6% |
| 7D | +2.8% | +4.5% | -1.7% | +2.7% |
| 30D | -4.0% | +7.6% | -11.6% | -4.2% |
| 3M | -8.2% | +17.0% | -25.2% | -8.7% |
| 6M | -14.8% | +12.9% | -27.8% | -15.3% |
| YTD | -6.8% | +34.3% | -41.1% | -7.6% |
| 1Y | -2.4% | +28.5% | -30.9% | -3.1% |
| 3Y | +105.8% | +31.9% | +73.9% | +103.6% |
| 5Y | +113.3% | -9.6% | +122.9% | +111.3% |
| 10Y | +208.4% | +106.3% | +102.2% | +210.6% |
| All | +208.4% | +107.8% | +100.6% | +210.6% |
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