+8,034.1%
GEN vs CHD
+11,601.1%
-3,567.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -3.0% | +0.4% | -3.3% | -3.1% |
| 30D | +24.7% | +11.6% | +13.1% | +21.1% |
| 3M | +4.1% | +10.7% | -6.6% | +1.3% |
| 6M | +36.0% | +20.2% | +15.8% | +29.4% |
| YTD | +10.9% | +34.5% | -23.7% | +1.9% |
| 1Y | +12.2% | +32.6% | -20.4% | +3.5% |
| 3Y | +63.3% | +29.1% | +34.2% | +50.4% |
| 5Y | +29.0% | +31.5% | -2.5% | +16.9% |
| 10Y | +147.5% | +190.9% | -43.4% | +75.4% |
| All | +8,034.1% | +11,601.1% | -3,567.0% | +2,044.3% |
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