+58.1%
GEN vs CHD
+4.0%
+54.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.3% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | +2.6% | -6.2% | +8.8% | +3.9% |
| 3M | +15.8% | +1.6% | +14.2% | +15.6% |
| 6M | +33.1% | -3.5% | +36.7% | +34.0% |
| YTD | +11.3% | +16.2% | -4.9% | +8.1% |
| 1Y | +1.7% | +3.4% | -1.7% | +0.6% |
| 3Y | +58.1% | +4.6% | +53.5% | +47.2% |
| All | +58.1% | +4.0% | +54.2% | +47.2% |
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