-36.4%
GLXY vs CHD
+19.5%
-55.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +7.6% |
| 7D | -0.5% | +0.8% | -1.3% | +0.6% |
| 30D | -28.6% | +13.5% | -42.1% | -21.5% |
| 3M | -28.1% | +8.1% | -36.2% | -22.7% |
| 6M | -52.0% | +19.9% | -71.9% | -45.7% |
| YTD | -35.1% | +34.0% | -69.1% | -25.4% |
| 1Y | -54.0% | +29.8% | -83.8% | -47.4% |
| All | -36.4% | +19.5% | -55.9% | -28.7% |
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