+2,520.1%
GPN vs CHD
+3,383.6%
-863.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.3% | -2.6% |
| 7D | -0.7% | -2.9% | +2.2% | +0.4% |
| 30D | +3.8% | -6.2% | +10.0% | +6.3% |
| 3M | +39.2% | +1.6% | +37.6% | +38.4% |
| 6M | +17.9% | -3.5% | +21.4% | +19.2% |
| YTD | +16.4% | +16.2% | +0.1% | +9.8% |
| 1Y | +3.6% | +3.4% | +0.2% | +1.8% |
| 3Y | -26.7% | +4.6% | -31.3% | -29.3% |
| 5Y | -44.8% | +21.1% | -65.9% | -50.4% |
| 10Y | +24.1% | +126.5% | -102.4% | -15.1% |
| All | +2,520.1% | +3,383.6% | -863.5% | +662.3% |
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 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