+3.4%
GEHC vs CHD
+4.0%
-0.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.5% |
| 7D | -5.2% | -2.9% | -2.3% | -4.4% |
| 30D | -7.0% | -6.2% | -0.8% | -5.3% |
| 3M | +3.3% | +1.6% | +1.8% | +3.0% |
| 6M | -10.0% | -3.5% | -6.5% | -9.4% |
| YTD | -18.5% | +16.2% | -34.7% | -20.8% |
| 1Y | -14.4% | +3.4% | -17.8% | -15.1% |
| 3Y | +3.4% | +4.6% | -1.2% | +5.5% |
| All | +3.4% | +4.0% | -0.6% | +5.5% |
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