+5.8%
CHD vs GPC
+0.9%
+5.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -4.6% | +6.0% | -10.6% | -5.5% |
| 3M | +5.0% | +42.6% | -37.6% | -0.4% |
| 6M | -3.2% | +22.8% | -26.0% | -6.5% |
| YTD | +18.6% | +15.5% | +3.2% | +15.3% |
| 1Y | +4.8% | +2.0% | +2.8% | +3.5% |
| All | +5.8% | +0.9% | +5.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling