+11,791.1%
CHD vs GPC
+2,088.4%
+9,702.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.5% |
| 30D | +12.2% | -4.5% | +16.7% | +13.4% |
| 3M | +9.3% | -7.7% | +17.0% | +11.5% |
| 6M | +24.3% | +24.3% | 0.0% | +17.0% |
| YTD | +34.9% | +3.5% | +31.4% | +32.2% |
| 1Y | +32.7% | +0.7% | +32.0% | +30.9% |
| 3Y | +29.4% | 0.0% | +29.4% | +25.3% |
| 5Y | +31.7% | +5.8% | +25.9% | +23.9% |
| 10Y | +191.7% | +75.8% | +115.9% | +126.6% |
| All | +11,791.1% | +2,088.4% | +9,702.7% | +4,421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling