+19,778.3%
GD vs CHD
+11,559.2%
+8,219.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.9% | +5.0% | -8.9% | -4.9% |
| 30D | +8.1% | +15.3% | -7.2% | +4.9% |
| 3M | -6.8% | +7.7% | -14.5% | -8.3% |
| 6M | +3.0% | +19.8% | -16.8% | -1.0% |
| YTD | +7.8% | +34.0% | -26.3% | +1.1% |
| 1Y | +5.8% | +30.1% | -24.3% | -0.2% |
| 3Y | +55.3% | +33.0% | +22.3% | +44.9% |
| 5Y | +96.7% | +33.1% | +63.6% | +82.3% |
| 10Y | +195.4% | +189.4% | +6.0% | +131.1% |
| All | +19,778.3% | +11,559.2% | +8,219.0% | +8,737.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling