+19,650.5%
GD vs CHD
+11,349.8%
+8,300.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -5.0% | +2.0% | -6.9% | -5.4% |
| 30D | +8.9% | +13.0% | -4.1% | +6.2% |
| 3M | -8.0% | +6.1% | -14.1% | -9.2% |
| 6M | +2.9% | +15.9% | -13.0% | -0.4% |
| YTD | +7.1% | +31.6% | -24.5% | +0.8% |
| 1Y | +5.9% | +28.5% | -22.5% | +0.2% |
| 3Y | +53.9% | +30.5% | +23.4% | +44.1% |
| 5Y | +95.4% | +30.7% | +64.7% | +81.8% |
| 10Y | +193.5% | +184.2% | +9.3% | +130.4% |
| All | +19,650.5% | +11,349.8% | +8,300.8% | +8,714.0% |
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 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