+200.1%
GDDY vs CHD
+126.1%
+74.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | -3.2% | -4.5% | +1.3% | -2.0% |
| 30D | +6.8% | -6.7% | +13.5% | +8.7% |
| 3M | +30.5% | -2.7% | +33.2% | +31.6% |
| 6M | +13.3% | -4.9% | +18.3% | +14.8% |
| YTD | -21.0% | +13.3% | -34.3% | -23.5% |
| 1Y | -34.0% | +1.0% | -35.0% | -34.4% |
| 3Y | +33.1% | +1.3% | +31.7% | +30.7% |
| 5Y | +30.3% | +20.8% | +9.5% | +18.8% |
| All | +200.1% | +126.1% | +74.0% | +121.9% |
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 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