+128.6%
CHD vs GPC
+83.6%
+45.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -4.2% | -0.6% | -3.5% | -4.0% |
| 30D | -7.6% | +1.3% | -8.9% | -7.8% |
| 3M | -1.6% | +37.1% | -38.7% | -7.5% |
| 6M | -6.3% | +23.2% | -29.5% | -10.3% |
| YTD | +14.6% | +13.1% | +1.5% | +11.1% |
| 1Y | +1.6% | +0.9% | +0.7% | +0.6% |
| 3Y | +3.1% | -0.8% | +4.0% | +0.8% |
| 5Y | +21.1% | +31.1% | -10.0% | +11.2% |
| 10Y | +128.6% | +87.4% | +41.2% | +90.8% |
| All | +128.6% | +83.6% | +45.0% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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