+185.8%
GS vs CNH
+7.0%
+178.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.1% |
| 7D | -3.2% | -1.7% | -1.5% | -2.7% |
| 30D | -2.4% | -7.2% | +4.8% | -0.6% |
| 3M | -15.7% | +6.5% | -22.3% | -18.2% |
| 6M | -6.8% | +7.9% | -14.6% | -10.6% |
| YTD | -0.1% | +26.6% | -26.6% | -10.4% |
| 1Y | +12.1% | +13.8% | -1.7% | +4.2% |
| 3Y | +185.8% | +9.2% | +176.6% | +165.3% |
| All | +185.8% | +7.0% | +178.8% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling