+2,883.5%
GE vs CHD
+10,220.8%
-7,337.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.0% |
| 30D | -11.6% | -4.6% | -6.9% | -10.7% |
| 3M | +3.0% | +5.0% | -2.0% | +1.8% |
| 6M | -0.5% | -3.2% | +2.7% | +0.1% |
| YTD | +9.7% | +18.6% | -8.9% | +5.7% |
| 1Y | +20.0% | +4.8% | +15.2% | +18.3% |
| 3Y | +275.8% | +6.1% | +269.7% | +266.4% |
| 5Y | +429.1% | +24.0% | +405.1% | +394.0% |
| 10Y | +151.2% | +124.5% | +26.7% | +99.7% |
| All | +2,883.5% | +10,220.8% | -7,337.3% | +1,048.4% |
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 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