-34.7%
GFS vs CHD
+30.9%
-65.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.0% |
| 7D | -7.8% | +2.0% | -9.8% | -7.6% |
| 30D | -19.7% | +13.0% | -32.7% | -18.6% |
| 3M | -23.1% | +6.1% | -29.2% | -22.5% |
| 6M | -46.4% | +15.9% | -62.2% | -45.5% |
| YTD | +11.0% | +31.6% | -20.6% | +12.8% |
| 1Y | +12.6% | +28.5% | -15.8% | +14.5% |
| 3Y | -24.9% | +30.5% | -55.4% | -23.9% |
| All | -34.7% | +30.9% | -65.6% | -34.3% |
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 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