+2,832.6%
GE vs CHD
+11,601.1%
-8,768.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +5.1% | +0.4% | +4.8% | +5.0% |
| 30D | +7.6% | +11.6% | -4.0% | +5.1% |
| 3M | -9.3% | +10.7% | -20.0% | -11.3% |
| 6M | +11.5% | +20.2% | -8.7% | +7.1% |
| YTD | +7.9% | +34.5% | -26.6% | +1.1% |
| 1Y | +7.6% | +32.6% | -24.9% | +1.1% |
| 3Y | +265.9% | +29.1% | +236.8% | +242.6% |
| 5Y | +405.9% | +31.5% | +374.4% | +366.8% |
| 10Y | +149.6% | +190.9% | -41.3% | +87.6% |
| All | +2,832.6% | +11,601.1% | -8,768.5% | +999.0% |
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