+382.5%
GLW vs CHD
+21.8%
+360.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.0% | +9.6% | +7.5% |
| 7D | +14.0% | -2.9% | +16.9% | +13.9% |
| 30D | +0.4% | -6.2% | +6.6% | +0.2% |
| 3M | -11.3% | +1.6% | -12.9% | -11.5% |
| 6M | +35.1% | -3.5% | +38.6% | +35.5% |
| YTD | +90.5% | +16.2% | +74.3% | +87.8% |
| 1Y | +132.0% | +3.4% | +128.6% | +131.8% |
| 3Y | +463.3% | +4.6% | +458.7% | +454.3% |
| 5Y | +382.5% | +21.1% | +361.4% | +360.3% |
| All | +382.5% | +21.8% | +360.7% | +360.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling