+37.1%
GFS vs CHD
+2.5%
+34.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -1.3% |
| 7D | +2.6% | -2.9% | +5.5% | +1.2% |
| 30D | -16.4% | -6.2% | -10.2% | -18.8% |
| 3M | -41.6% | +1.6% | -43.1% | -40.8% |
| 6M | -3.7% | -3.5% | -0.2% | -2.9% |
| YTD | +29.3% | +16.2% | +13.1% | +36.1% |
| 1Y | +37.1% | +3.4% | +33.7% | +44.7% |
| All | +37.1% | +2.5% | +34.6% | +44.7% |
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