+401.3%
GH vs CHD
+84.9%
+316.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -0.1% | -2.7% | +2.6% | +0.5% |
| 30D | -1.1% | -4.6% | +3.5% | -0.2% |
| 3M | +21.3% | +5.0% | +16.3% | +19.8% |
| 6M | +73.5% | -3.2% | +76.7% | +74.2% |
| YTD | +58.0% | +18.6% | +39.4% | +51.3% |
| 1Y | +163.1% | +4.8% | +158.2% | +158.7% |
| 3Y | +361.0% | +6.1% | +354.9% | +340.9% |
| 5Y | +22.5% | +24.0% | -1.4% | +7.9% |
| All | +401.3% | +84.9% | +316.4% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling