+212.6%
GLW vs CHD
+30.9%
+181.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.5% |
| 7D | -13.9% | +2.0% | -15.9% | -13.8% |
| 30D | -35.0% | +13.0% | -48.0% | -34.5% |
| 3M | -32.4% | +6.1% | -38.5% | -31.9% |
| 6M | -41.3% | +15.9% | -57.2% | -41.1% |
| YTD | +21.8% | +31.6% | -9.8% | +21.0% |
| 1Y | +21.8% | +28.5% | -6.6% | +21.2% |
| 3Y | +307.7% | +30.5% | +277.2% | +295.0% |
| All | +212.6% | +30.9% | +181.7% | +182.7% |
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 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