+118.6%
GLD vs CNH
-14.7%
+133.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.0% |
| 7D | +4.7% | -1.7% | +6.4% | +4.8% |
| 30D | -0.9% | -7.2% | +6.3% | -0.5% |
| 3M | -4.4% | +6.5% | -10.9% | -5.0% |
| 6M | -13.6% | +7.9% | -21.4% | -14.3% |
| YTD | -6.0% | +26.6% | -32.6% | -7.8% |
| 1Y | +1.8% | +13.8% | -12.0% | +0.3% |
| 3Y | +103.2% | +9.2% | +94.0% | +98.3% |
| All | +118.6% | -14.7% | +133.2% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling