+692.8%
GOOGL vs CHD
+196.1%
+496.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +3.9% | +3.6% | +0.2% | +3.2% |
| 30D | -14.9% | +10.4% | -25.3% | -16.5% |
| 3M | -14.6% | +12.2% | -26.7% | -16.5% |
| 6M | -26.4% | +19.9% | -46.4% | -29.0% |
| YTD | -5.3% | +36.4% | -41.7% | -10.9% |
| 1Y | +6.5% | +35.1% | -28.7% | +0.3% |
| 3Y | +126.0% | +29.2% | +96.9% | +109.7% |
| 5Y | +100.8% | +33.4% | +67.4% | +81.3% |
| All | +692.8% | +196.1% | +496.7% | +488.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling