+15.5%
GEHC vs CHD
+26.4%
-11.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.0% | -2.7% | -1.3% | -3.3% |
| 30D | -2.0% | -4.6% | +2.7% | -0.8% |
| 3M | +8.0% | +5.0% | +2.9% | +6.7% |
| 6M | -12.8% | -3.2% | -9.5% | -12.3% |
| YTD | -15.9% | +18.6% | -34.6% | -18.8% |
| 1Y | -6.9% | +4.8% | -11.7% | -8.1% |
| 3Y | 0.0% | +6.1% | -6.2% | +0.1% |
| All | +15.5% | +26.4% | -11.0% | +12.0% |
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