+8.2%
GD vs CHD
+30.9%
-22.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.2% |
| 7D | +3.0% | +6.9% | -4.0% | +1.3% |
| 30D | +10.5% | +17.1% | -6.6% | +6.5% |
| 3M | -5.0% | +9.1% | -14.1% | -7.0% |
| 6M | +5.5% | +21.4% | -15.9% | +0.8% |
| YTD | +10.3% | +34.9% | -24.5% | +2.1% |
| 1Y | +8.2% | +31.0% | -22.9% | +0.5% |
| All | +8.2% | +30.9% | -22.8% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling