+109.1%
GLD vs CNH
+32.9%
+76.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | +1.2% |
| 7D | +4.9% | +8.6% | -3.6% | +4.4% |
| 30D | -1.3% | +12.6% | -13.9% | -2.1% |
| 3M | -4.8% | +17.5% | -22.3% | -6.0% |
| 6M | -12.5% | +18.1% | -30.6% | -13.8% |
| YTD | -4.2% | +40.4% | -44.6% | -6.5% |
| 1Y | +3.0% | +34.0% | -30.9% | +0.7% |
| 3Y | +109.1% | +35.3% | +73.8% | +97.6% |
| All | +109.1% | +32.9% | +76.2% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling