+37.3%
GEHC vs CHD
+43.3%
-6.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -2.3% | +0.4% | -2.6% | -2.4% |
| 30D | +19.0% | +11.6% | +7.5% | +15.5% |
| 3M | +13.3% | +10.7% | +2.6% | +10.1% |
| 6M | +31.5% | +20.2% | +11.3% | +25.3% |
| YTD | 0.0% | +34.5% | -34.5% | -6.6% |
| 1Y | +9.4% | +32.6% | -23.2% | +2.4% |
| 3Y | +18.3% | +29.1% | -10.8% | +13.3% |
| All | +37.3% | +43.3% | -6.0% | +28.7% |
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