+289.2%
GFI vs CHD
+0.7%
+288.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.9% | -4.5% | -0.4% | -4.8% |
| 30D | +10.7% | -6.7% | +17.4% | +10.9% |
| 3M | +25.6% | -2.7% | +28.3% | +25.7% |
| 6M | -8.3% | -4.9% | -3.3% | -8.5% |
| YTD | +6.3% | +13.3% | -7.0% | +8.1% |
| 1Y | +22.1% | +1.0% | +21.1% | +23.0% |
| 3Y | +289.2% | +1.3% | +287.9% | +305.2% |
| All | +289.2% | +0.7% | +288.5% | +305.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling