+18.0%
CHD vs FGI
-74.8%
+92.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.6% | +1.4% |
| 7D | +3.6% | -14.4% | +18.0% | +3.6% |
| 30D | +10.4% | -11.8% | +22.2% | +10.4% |
| 3M | +12.2% | -46.2% | +58.4% | +12.2% |
| 6M | +19.9% | +5.2% | +14.7% | +19.9% |
| YTD | +36.4% | +10.5% | +25.9% | +36.3% |
| 1Y | +35.1% | +25.5% | +9.6% | +35.1% |
| 3Y | +29.2% | -16.0% | +45.2% | +29.8% |
| All | +18.0% | -74.8% | +92.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling