+437.1%
GS vs CHD
+191.9%
+245.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +5.1% | +0.4% | +4.8% | +5.1% |
| 30D | +2.4% | +11.6% | -9.2% | +1.1% |
| 3M | -11.5% | +10.7% | -22.2% | -12.6% |
| 6M | -2.5% | +20.2% | -22.8% | -4.9% |
| YTD | +5.5% | +34.5% | -29.0% | +1.1% |
| 1Y | +11.0% | +32.6% | -21.5% | +6.7% |
| 3Y | +200.1% | +29.1% | +171.0% | +186.1% |
| 5Y | +154.7% | +31.5% | +123.2% | +139.0% |
| All | +437.1% | +191.9% | +245.2% | +366.1% |
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