+57.7%
GEV vs CHD
+7.1%
+50.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +3.3% | -2.7% | +6.0% | +2.2% |
| 30D | -7.5% | -4.6% | -2.8% | -9.1% |
| 3M | -2.2% | +5.0% | -7.2% | -0.2% |
| 6M | +12.1% | -3.2% | +15.3% | +12.6% |
| YTD | +44.4% | +18.6% | +25.8% | +55.5% |
| 1Y | +57.7% | +4.8% | +52.8% | +52.4% |
| All | +57.7% | +7.1% | +50.6% | +52.4% |
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