+652.1%
GS vs CNH
+33.9%
+618.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.6% |
| 7D | +0.3% | +6.5% | -6.1% | -2.4% |
| 30D | +3.9% | -12.0% | +15.8% | +8.9% |
| 3M | -11.4% | +4.4% | -15.8% | -14.6% |
| 6M | +3.7% | +15.7% | -12.0% | -5.5% |
| YTD | +7.1% | +28.2% | -21.1% | -7.8% |
| 1Y | +19.7% | +14.8% | +4.9% | +7.8% |
| 3Y | +202.8% | +8.3% | +194.5% | +169.4% |
| 5Y | +156.7% | -15.2% | +171.9% | +146.4% |
| 10Y | +548.7% | +122.0% | +426.7% | +288.7% |
| All | +652.1% | +33.9% | +618.2% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling