+816.6%
GLD vs CHD
+1,607.9%
-791.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | +4.4% | -4.6% | +9.0% | +4.6% |
| 3M | -1.1% | +5.0% | -6.1% | -1.3% |
| 6M | -13.8% | -3.2% | -10.6% | -13.7% |
| YTD | +2.6% | +18.6% | -16.0% | +2.0% |
| 1Y | +24.5% | +4.8% | +19.7% | +24.2% |
| 3Y | +125.8% | +6.1% | +119.7% | +124.9% |
| 5Y | +137.8% | +24.0% | +113.8% | +134.6% |
| 10Y | +221.4% | +124.5% | +96.9% | +211.4% |
| All | +816.6% | +1,607.9% | -791.4% | +716.8% |
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