+20.9%
GS vs CNH
+21.0%
-0.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -0.7% |
| 7D | +0.9% | +23.3% | -22.3% | -3.1% |
| 30D | -1.6% | +33.5% | -35.0% | -7.2% |
| 3M | -4.5% | +32.7% | -37.2% | -9.8% |
| 6M | +20.9% | +22.2% | -1.3% | +18.4% |
| All | +20.9% | +21.0% | -0.1% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling