+96.9%
GLD vs CHD
+31.2%
+65.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | -4.6% | +3.6% | -8.2% | -4.6% |
| 30D | -5.5% | +10.4% | -15.9% | -5.5% |
| 3M | -10.9% | +12.2% | -23.1% | -11.0% |
| 6M | -17.4% | +19.9% | -37.4% | -17.5% |
| YTD | -10.3% | +36.4% | -46.7% | -10.1% |
| 1Y | -7.2% | +35.1% | -42.3% | -6.9% |
| 3Y | +96.9% | +29.2% | +67.7% | +94.9% |
| All | +96.9% | +31.2% | +65.7% | +94.9% |
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