+606.9%
GEV vs CHD
-6.5%
+613.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -3.3% |
| 7D | -1.9% | -4.7% | +2.8% | -3.6% |
| 30D | -8.7% | -8.3% | -0.4% | -11.5% |
| 3M | +6.6% | -4.0% | +10.6% | +5.9% |
| 6M | +10.2% | -6.5% | +16.7% | +8.7% |
| YTD | +41.6% | +13.1% | +28.5% | +48.9% |
| 1Y | +43.9% | +2.3% | +41.6% | +46.3% |
| All | +606.9% | -6.5% | +613.4% | +578.6% |
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