+438.8%
GS vs CNH
+106.0%
+332.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.9% | +3.0% | +2.8% | +4.2% |
| 30D | +4.3% | -0.6% | +4.9% | +4.1% |
| 3M | -11.7% | +14.6% | -26.3% | -18.5% |
| 6M | -3.2% | +11.8% | -14.9% | -11.0% |
| YTD | +5.8% | +30.4% | -24.6% | -10.8% |
| 1Y | +16.0% | +19.1% | -3.0% | +1.8% |
| 3Y | +199.8% | +30.2% | +169.6% | +141.2% |
| 5Y | +155.5% | -17.8% | +173.3% | +147.6% |
| All | +438.8% | +106.0% | +332.8% | +228.5% |
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