+417.9%
GE vs CHD
+19.3%
+398.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.6% |
| 7D | -1.2% | -4.2% | +2.9% | -0.6% |
| 30D | -11.3% | -7.6% | -3.7% | -10.3% |
| 3M | -1.4% | -1.6% | +0.2% | -1.2% |
| 6M | +1.2% | -6.3% | +7.5% | +1.8% |
| YTD | +5.9% | +14.6% | -8.7% | +4.4% |
| 1Y | +18.4% | +1.6% | +16.8% | +18.4% |
| 3Y | +271.0% | +3.1% | +267.8% | +268.7% |
| 5Y | +417.9% | +21.1% | +396.9% | +371.4% |
| All | +417.9% | +19.3% | +398.6% | +371.4% |
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