+867.9%
GLW vs CHD
+123.8%
+744.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +16.9% | -4.2% | +21.0% | +17.7% |
| 30D | +7.0% | -7.6% | +14.6% | +8.4% |
| 3M | -3.0% | -1.6% | -1.4% | -3.3% |
| 6M | +31.0% | -6.3% | +37.3% | +31.7% |
| YTD | +93.4% | +14.6% | +78.8% | +84.8% |
| 1Y | +134.7% | +1.6% | +133.1% | +130.7% |
| 3Y | +471.8% | +3.1% | +468.7% | +450.0% |
| 5Y | +394.5% | +21.1% | +373.4% | +341.7% |
| 10Y | +867.9% | +128.6% | +739.3% | +627.7% |
| All | +867.9% | +123.8% | +744.1% | +627.7% |
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