-57.4%
GNRC vs CHD
+20.9%
-78.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -0.2% | -4.5% | +4.3% | +0.3% |
| 30D | -15.7% | -6.7% | -9.0% | -15.1% |
| 3M | -27.3% | -2.7% | -24.6% | -27.2% |
| 6M | -12.1% | -4.9% | -7.1% | -11.7% |
| YTD | +37.1% | +13.3% | +23.8% | +33.7% |
| 1Y | -0.5% | +1.0% | -1.5% | -1.3% |
| 3Y | +61.5% | +1.3% | +60.2% | +58.1% |
| All | -57.4% | +20.9% | -78.3% | -55.9% |
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