+188.5%
GD vs CHD
+182.8%
+5.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -5.0% | +2.0% | -6.9% | -5.5% |
| 30D | +8.9% | +13.0% | -4.1% | +5.6% |
| 3M | -8.0% | +6.1% | -14.1% | -9.5% |
| 6M | +2.9% | +15.9% | -13.0% | -1.1% |
| YTD | +7.1% | +31.6% | -24.5% | -0.6% |
| 1Y | +5.9% | +28.5% | -22.5% | -1.1% |
| 3Y | +53.9% | +30.5% | +23.4% | +41.6% |
| 5Y | +95.4% | +30.7% | +64.7% | +77.9% |
| All | +188.5% | +182.8% | +5.7% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling