+23.2%
GH vs CHD
+19.7%
+3.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -1.2% | -4.7% | +3.5% | -1.1% |
| 30D | -3.7% | -8.3% | +4.7% | -3.3% |
| 3M | +21.7% | -4.0% | +25.7% | +21.8% |
| 6M | +75.7% | -6.5% | +82.3% | +76.2% |
| YTD | +55.7% | +13.1% | +42.6% | +54.0% |
| 1Y | +181.1% | +2.3% | +178.8% | +180.1% |
| 3Y | +371.6% | +1.8% | +369.8% | +358.6% |
| 5Y | +23.2% | +20.6% | +2.6% | +12.6% |
| All | +23.2% | +19.7% | +3.5% | +12.6% |
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