-30.1%
GFS vs CHD
+33.2%
-63.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.5% |
| 7D | +7.4% | +3.6% | +3.7% | +7.9% |
| 30D | -15.3% | +10.4% | -25.7% | -14.2% |
| 3M | -21.1% | +12.2% | -33.3% | -19.9% |
| 6M | -44.5% | +19.9% | -64.4% | -43.3% |
| YTD | +19.2% | +36.4% | -17.2% | +21.8% |
| 1Y | +27.2% | +35.1% | -7.9% | +30.0% |
| 3Y | -20.1% | +29.2% | -49.3% | -18.4% |
| All | -30.1% | +33.2% | -63.4% | -28.0% |
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