+46.0%
GFI vs CHD
+7.1%
+39.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +3.1% | -2.7% | +5.8% | +3.5% |
| 30D | +27.1% | -4.6% | +31.7% | +27.9% |
| 3M | +21.2% | +5.0% | +16.1% | +20.0% |
| 6M | -4.5% | -3.2% | -1.3% | -5.6% |
| YTD | +11.7% | +18.6% | -6.9% | +16.7% |
| 1Y | +46.0% | +4.8% | +41.2% | +42.3% |
| All | +46.0% | +7.1% | +39.0% | +42.3% |
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 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