+488.8%
GS vs CNH
+110.7%
+378.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.4% | -4.6% |
| 7D | -6.3% | -0.4% | -6.0% | -6.2% |
| 30D | -3.1% | -15.2% | +12.1% | +3.6% |
| 3M | -17.7% | +4.3% | -21.9% | -20.7% |
| 6M | -4.6% | +10.1% | -14.6% | -11.6% |
| YTD | +0.3% | +23.2% | -22.9% | -13.2% |
| 1Y | +11.7% | +8.5% | +3.2% | +2.4% |
| 3Y | +183.6% | +4.1% | +179.5% | +153.7% |
| 5Y | +141.0% | -17.8% | +158.8% | +132.6% |
| All | +488.8% | +110.7% | +378.1% | +237.1% |
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