+192.9%
GLD vs CNH
+28.6%
+164.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +1.9% | -0.4% | +2.2% | +1.9% |
| 30D | -1.8% | -15.2% | +13.4% | -1.5% |
| 3M | -3.6% | +4.3% | -7.9% | -3.7% |
| 6M | -10.2% | +10.1% | -20.3% | -10.4% |
| YTD | -5.3% | +23.2% | -28.4% | -5.6% |
| 1Y | +2.5% | +8.5% | -6.0% | +2.2% |
| 3Y | +103.2% | +4.1% | +99.1% | +102.4% |
| 5Y | +121.1% | -17.8% | +138.9% | +120.0% |
| 10Y | +201.9% | +113.3% | +88.5% | +208.2% |
| All | +192.9% | +28.6% | +164.3% | +195.6% |
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 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