+1,463.7%
GIS vs CHD
+10,010.3%
-8,546.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.1% |
| 7D | -8.3% | -2.9% | -5.4% | -7.6% |
| 30D | +2.2% | -6.2% | +8.4% | +3.7% |
| 3M | +15.7% | +1.6% | +14.1% | +15.3% |
| 6M | -12.0% | -3.5% | -8.4% | -11.2% |
| YTD | -15.0% | +16.2% | -31.2% | -17.9% |
| 1Y | -20.1% | +3.4% | -23.5% | -20.8% |
| 3Y | -34.6% | +4.6% | -39.2% | -35.5% |
| 5Y | -22.8% | +21.1% | -44.0% | -26.5% |
| 10Y | -18.5% | +126.5% | -145.0% | -31.5% |
| All | +1,463.7% | +10,010.3% | -8,546.7% | +653.3% |
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