+13,164.2%
GOOG vs CHD
+1,600.1%
+11,564.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -1.6% | -4.2% | +2.6% | -0.3% |
| 30D | -7.7% | -7.6% | -0.1% | -5.4% |
| 3M | -9.3% | -1.6% | -7.7% | -9.0% |
| 6M | +7.4% | -6.3% | +13.8% | +9.3% |
| YTD | +4.9% | +14.6% | -9.7% | 0.0% |
| 1Y | +37.2% | +1.6% | +35.6% | +35.4% |
| 3Y | +141.6% | +3.1% | +138.5% | +131.4% |
| 5Y | +128.8% | +21.1% | +107.7% | +102.6% |
| 10Y | +772.7% | +128.6% | +644.1% | +473.6% |
| All | +13,164.2% | +1,600.1% | +11,564.1% | +4,503.4% |
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