+3,093.2%
GLW vs CHD
+11,349.8%
-8,256.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | -13.9% | +2.0% | -15.9% | -14.4% |
| 30D | -35.0% | +13.0% | -48.0% | -37.2% |
| 3M | -32.4% | +6.1% | -38.5% | -33.8% |
| 6M | -41.3% | +15.9% | -57.2% | -44.5% |
| YTD | +21.8% | +31.6% | -9.8% | +11.2% |
| 1Y | +21.8% | +28.5% | -6.6% | +11.8% |
| 3Y | +307.7% | +30.5% | +277.2% | +266.3% |
| 5Y | +213.7% | +30.7% | +183.0% | +178.1% |
| 10Y | +509.3% | +184.2% | +325.0% | +323.4% |
| All | +3,093.2% | +11,349.8% | -8,256.5% | +836.5% |
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