+3,273.8%
GLW vs CHD
+11,604.3%
-8,330.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -11.1% | +2.4% | -13.5% | -11.7% |
| 30D | -28.4% | +13.9% | -42.3% | -31.0% |
| 3M | -28.8% | +8.5% | -37.3% | -30.6% |
| 6M | -39.8% | +20.4% | -60.2% | -43.6% |
| YTD | +28.7% | +34.5% | -5.8% | +16.9% |
| 1Y | +27.7% | +33.8% | -6.0% | +16.0% |
| 3Y | +331.3% | +29.1% | +302.2% | +289.2% |
| 5Y | +233.4% | +31.2% | +202.2% | +195.7% |
| 10Y | +521.8% | +193.1% | +328.6% | +328.9% |
| All | +3,273.8% | +11,604.3% | -8,330.5% | +884.1% |
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