+5.9%
GEN vs CHD
+7.1%
-1.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | +10.1% | -4.6% | +14.8% | +11.2% |
| 3M | +16.1% | +5.0% | +11.1% | +15.3% |
| 6M | +38.9% | -3.2% | +42.1% | +39.7% |
| YTD | +14.4% | +18.6% | -4.2% | +9.9% |
| 1Y | +5.9% | +4.8% | +1.0% | +3.0% |
| All | +5.9% | +7.1% | -1.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling