+2,110.1%
GNRC vs CHD
+654.4%
+1,455.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.2% | -4.5% | +4.3% | +1.6% |
| 30D | -15.7% | -6.7% | -9.0% | -13.5% |
| 3M | -27.3% | -2.7% | -24.6% | -27.0% |
| 6M | -12.1% | -4.9% | -7.1% | -11.2% |
| YTD | +37.1% | +13.3% | +23.8% | +28.5% |
| 1Y | -0.5% | +1.0% | -1.5% | -2.5% |
| 3Y | +61.5% | +1.3% | +60.2% | +53.8% |
| 5Y | -58.6% | +20.8% | -79.4% | -64.9% |
| 10Y | +446.3% | +126.1% | +320.2% | +202.3% |
| All | +2,110.1% | +654.4% | +1,455.7% | +403.1% |
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