+177.1%
GH vs CHD
+2.3%
+174.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -2.5% | -4.5% | +2.0% | -3.0% |
| 30D | -4.7% | -6.7% | +2.0% | -5.3% |
| 3M | +20.2% | -2.7% | +23.0% | +19.9% |
| 6M | +78.8% | -4.9% | +83.7% | +77.9% |
| YTD | +54.1% | +13.3% | +40.7% | +56.1% |
| 1Y | +177.1% | +1.0% | +176.1% | +177.9% |
| All | +177.1% | +2.3% | +174.7% | +177.9% |
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