+4,542.6%
GLW vs CHD
+10,220.8%
-5,678.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -2.7% | +6.4% | +4.5% |
| 30D | -1.3% | -4.6% | +3.3% | -0.3% |
| 3M | -21.8% | +5.0% | -26.8% | -23.6% |
| 6M | +6.9% | -3.2% | +10.1% | +6.6% |
| YTD | +77.2% | +18.6% | +58.5% | +66.8% |
| 1Y | +123.2% | +4.8% | +118.4% | +116.6% |
| 3Y | +400.0% | +6.1% | +393.9% | +376.6% |
| 5Y | +342.8% | +24.0% | +318.8% | +298.7% |
| 10Y | +771.4% | +124.5% | +646.9% | +547.7% |
| All | +4,542.6% | +10,220.8% | -5,678.2% | +1,304.4% |
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