+25.7%
GPN vs CHD
+126.1%
-100.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.3% | -4.5% | +0.1% | -2.9% |
| 30D | 0.0% | -6.7% | +6.7% | +2.3% |
| 3M | +35.8% | -2.7% | +38.5% | +37.2% |
| 6M | +22.0% | -4.9% | +26.9% | +23.9% |
| YTD | +15.2% | +13.3% | +1.9% | +10.5% |
| 1Y | +3.5% | +1.0% | +2.5% | +2.8% |
| 3Y | -26.9% | +1.3% | -28.3% | -28.4% |
| 5Y | -44.2% | +20.8% | -65.0% | -49.5% |
| All | +25.7% | +126.1% | -100.4% | -7.3% |
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