+84.4%
GRMN vs CHD
+20.9%
+63.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +2.4% | -4.5% | +6.9% | +3.4% |
| 30D | -8.5% | -6.7% | -1.7% | -7.2% |
| 3M | +19.5% | -2.7% | +22.2% | +20.0% |
| 6M | +21.2% | -4.9% | +26.1% | +22.2% |
| YTD | +41.0% | +13.3% | +27.7% | +37.4% |
| 1Y | +19.6% | +1.0% | +18.6% | +19.0% |
| 3Y | +183.8% | +1.3% | +182.5% | +177.7% |
| All | +84.4% | +20.9% | +63.6% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling