+387.8%
GH vs CHD
+1.8%
+386.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.9% |
| 7D | -0.2% | -4.2% | +4.0% | -0.8% |
| 30D | -2.6% | -7.6% | +4.9% | -3.7% |
| 3M | +25.1% | -1.6% | +26.7% | +24.9% |
| 6M | +78.5% | -6.3% | +84.8% | +76.9% |
| YTD | +59.4% | +14.6% | +44.8% | +63.2% |
| 1Y | +173.9% | +1.6% | +172.3% | +175.1% |
| All | +387.8% | +1.8% | +386.0% | +363.4% |
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