+218.2%
GLD vs CHD
+123.8%
+94.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.1% | -4.2% | +4.3% | +0.3% |
| 30D | +0.2% | -7.6% | +7.8% | +0.6% |
| 3M | +3.2% | -1.6% | +4.8% | +3.3% |
| 6M | -14.6% | -6.3% | -8.3% | -14.4% |
| YTD | +1.8% | +14.6% | -12.8% | +1.1% |
| 1Y | +20.7% | +1.6% | +19.1% | +20.6% |
| 3Y | +126.5% | +3.1% | +123.4% | +125.5% |
| 5Y | +140.0% | +21.1% | +119.0% | +135.1% |
| 10Y | +218.2% | +128.6% | +89.6% | +205.2% |
| All | +218.2% | +123.8% | +94.4% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling