+8,297.1%
GEN vs CHD
+10,220.8%
-1,923.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | +10.1% | -4.6% | +14.8% | +11.5% |
| 3M | +16.1% | +5.0% | +11.1% | +14.5% |
| 6M | +38.9% | -3.2% | +42.1% | +39.7% |
| YTD | +14.4% | +18.6% | -4.2% | +8.8% |
| 1Y | +5.9% | +4.8% | +1.0% | +3.9% |
| 3Y | +58.8% | +6.1% | +52.7% | +53.9% |
| 5Y | +24.7% | +24.0% | +0.7% | +14.6% |
| 10Y | +163.1% | +124.5% | +38.6% | +99.7% |
| All | +8,297.1% | +10,220.8% | -1,923.7% | +2,189.1% |
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