+278.2%
GE vs CHD
+29.7%
+248.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +11.1% | +12.2% | -1.1% | +9.2% |
| 3M | -6.7% | +9.3% | -16.1% | -8.0% |
| 6M | +14.3% | +24.3% | -10.0% | +10.8% |
| YTD | +11.7% | +34.9% | -23.1% | +8.6% |
| 1Y | +10.9% | +32.7% | -21.8% | +7.8% |
| All | +278.2% | +29.7% | +248.4% | +260.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling