+136.0%
GOOG vs CHD
+20.9%
+115.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.4% |
| 30D | -2.0% | -6.7% | +4.8% | -1.5% |
| 3M | -5.9% | -2.7% | -3.1% | -5.7% |
| 6M | +8.9% | -4.9% | +13.8% | +9.2% |
| YTD | +7.1% | +13.3% | -6.2% | +6.5% |
| 1Y | +39.7% | +1.0% | +38.7% | +39.9% |
| 3Y | +145.8% | +1.3% | +144.5% | +141.2% |
| All | +136.0% | +20.9% | +115.2% | +123.0% |
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