+654.3%
GS vs CNH
+162.8%
+491.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.7% |
| 7D | +0.9% | +23.3% | -22.3% | -8.5% |
| 30D | -1.6% | +33.5% | -35.0% | -14.3% |
| 3M | -4.5% | +32.7% | -37.2% | -17.3% |
| 6M | +20.9% | +22.2% | -1.3% | +7.6% |
| YTD | +19.9% | +57.7% | -37.8% | -6.2% |
| 1Y | +41.4% | +28.0% | +13.4% | +21.5% |
| 3Y | +239.2% | +11.5% | +227.6% | +199.6% |
| 5Y | +185.0% | +11.9% | +173.2% | +140.0% |
| All | +654.3% | +162.8% | +491.5% | +263.3% |
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