+24.8%
DG vs CHD
+29.7%
-4.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.0% | 0.0% | -3.0% | -2.9% |
| 30D | +8.6% | +12.2% | -3.6% | +3.6% |
| 3M | +15.0% | +9.3% | +5.7% | +10.8% |
| 6M | +32.7% | +24.3% | +8.4% | +21.4% |
| YTD | +5.5% | +34.9% | -29.3% | -5.9% |
| 1Y | +34.6% | +32.7% | +1.9% | +20.7% |
| All | +24.8% | +29.7% | -4.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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