+97.2%
GD vs CHD
+23.9%
+73.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.3% | -2.7% | -2.6% | -4.6% |
| 30D | -6.4% | -4.6% | -1.8% | -5.4% |
| 3M | +5.7% | +5.0% | +0.7% | +4.3% |
| 6M | -0.9% | -3.2% | +2.3% | -0.4% |
| YTD | +8.2% | +18.6% | -10.5% | +3.3% |
| 1Y | +13.4% | +4.8% | +8.6% | +11.6% |
| 3Y | +68.5% | +6.1% | +62.4% | +63.9% |
| All | +97.2% | +23.9% | +73.3% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling