+755.2%
GLD vs CHD
+1,829.1%
-1,073.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +4.9% | +0.8% | +4.2% | +4.9% |
| 30D | -1.3% | +13.5% | -14.8% | -1.8% |
| 3M | -4.8% | +8.1% | -12.9% | -5.0% |
| 6M | -12.5% | +19.9% | -32.4% | -13.1% |
| YTD | -4.2% | +34.0% | -38.2% | -5.2% |
| 1Y | +3.0% | +29.8% | -26.8% | +2.1% |
| 3Y | +109.1% | +28.7% | +80.4% | +106.8% |
| 5Y | +121.6% | +31.8% | +89.8% | +118.2% |
| 10Y | +212.2% | +178.2% | +34.0% | +200.6% |
| All | +755.2% | +1,829.1% | -1,073.9% | +658.8% |
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