+652.8%
GS vs CHD
+123.3%
+529.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.3% |
| 30D | -1.6% | -4.6% | +3.0% | -1.0% |
| 3M | -4.5% | +5.0% | -9.5% | -5.2% |
| 6M | +20.9% | -3.2% | +24.1% | +21.2% |
| YTD | +19.9% | +18.6% | +1.2% | +16.8% |
| 1Y | +41.4% | +4.8% | +36.6% | +40.0% |
| 3Y | +239.2% | +6.1% | +233.0% | +232.3% |
| 5Y | +185.0% | +24.0% | +161.1% | +168.7% |
| All | +652.8% | +123.3% | +529.5% | +563.1% |
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