+5,214.8%
GRMN vs CHD
+3,492.5%
+1,722.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.1% |
| 7D | +0.2% | -2.9% | +3.1% | +1.0% |
| 30D | -11.3% | -6.2% | -5.1% | -9.8% |
| 3M | +17.7% | +1.6% | +16.2% | +17.0% |
| 6M | +14.2% | -3.5% | +17.7% | +14.9% |
| YTD | +37.0% | +16.2% | +20.8% | +30.7% |
| 1Y | +17.0% | +3.4% | +13.6% | +15.2% |
| 3Y | +183.2% | +4.6% | +178.6% | +173.9% |
| 5Y | +77.3% | +21.1% | +56.1% | +62.2% |
| 10Y | +630.9% | +126.5% | +504.3% | +443.1% |
| All | +5,214.8% | +3,492.5% | +1,722.3% | +2,324.9% |
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 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