+20.6%
GEN vs CHD
+19.3%
+1.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.9% | -4.2% | +1.3% | -2.0% |
| 30D | +2.1% | -7.6% | +9.6% | +3.8% |
| 3M | +19.7% | -1.6% | +21.3% | +20.2% |
| 6M | +33.3% | -6.3% | +39.6% | +35.0% |
| YTD | +11.1% | +14.6% | -3.5% | +7.6% |
| 1Y | +3.0% | +1.6% | +1.4% | +2.2% |
| 3Y | +57.9% | +3.1% | +54.7% | +55.2% |
| 5Y | +20.6% | +21.1% | -0.5% | +20.6% |
| All | +20.6% | +19.3% | +1.3% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling