+145.2%
GOOGL vs CHD
+0.5%
+144.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.5% |
| 7D | -2.8% | -4.7% | +1.9% | -3.1% |
| 30D | -3.2% | -8.3% | +5.1% | -3.8% |
| 3M | -6.6% | -4.0% | -2.6% | -6.8% |
| 6M | +8.5% | -6.5% | +15.0% | +7.4% |
| YTD | +6.5% | +13.1% | -6.6% | +9.3% |
| 1Y | +39.4% | +2.3% | +37.1% | +40.8% |
| All | +145.2% | +0.5% | +144.8% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling