-36.9%
GLXY vs CHD
+21.7%
-58.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.4% | -6.7% | -4.2% |
| 7D | +5.3% | +3.6% | +1.6% | +8.1% |
| 30D | -19.8% | +10.4% | -30.2% | -13.0% |
| 3M | -31.4% | +12.2% | -43.5% | -24.5% |
| 6M | -53.3% | +19.9% | -73.2% | -46.6% |
| YTD | -35.7% | +36.4% | -72.1% | -25.0% |
| 1Y | -47.2% | +35.1% | -82.3% | -38.6% |
| All | -36.9% | +21.7% | -58.6% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling