+102.5%
GD vs CHD
+31.9%
+70.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.9% | +2.4% | -4.3% | -2.5% |
| 30D | +10.9% | +13.9% | -3.0% | +7.3% |
| 3M | -6.8% | +8.5% | -15.3% | -8.7% |
| 6M | +7.0% | +20.4% | -13.3% | +1.9% |
| YTD | +11.1% | +34.5% | -23.4% | +2.7% |
| 1Y | +7.0% | +33.8% | -26.7% | -1.0% |
| 3Y | +59.9% | +29.1% | +30.8% | +47.3% |
| 5Y | +102.5% | +31.2% | +71.2% | +77.8% |
| All | +102.5% | +31.9% | +70.6% | +77.8% |
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