+1,010.9%
GFI vs CHD
+126.1%
+884.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.9% | -4.5% | -0.4% | -4.1% |
| 30D | +10.7% | -6.7% | +17.4% | +12.1% |
| 3M | +25.6% | -2.7% | +28.3% | +26.1% |
| 6M | -8.3% | -4.9% | -3.3% | -7.5% |
| YTD | +6.3% | +13.3% | -7.0% | +3.9% |
| 1Y | +22.1% | +1.0% | +21.1% | +21.6% |
| 3Y | +289.2% | +1.3% | +287.9% | +284.0% |
| 5Y | +531.7% | +20.8% | +510.8% | +490.8% |
| All | +1,010.9% | +126.1% | +884.7% | +903.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling