+139.3%
GS vs CHD
+30.9%
+108.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -3.2% | +2.0% | -5.2% | -3.3% |
| 30D | -2.4% | +13.0% | -15.4% | -2.9% |
| 3M | -15.7% | +6.1% | -21.8% | -16.0% |
| 6M | -6.8% | +15.9% | -22.6% | -7.5% |
| YTD | -0.1% | +31.6% | -31.7% | -1.9% |
| 1Y | +12.1% | +28.5% | -16.4% | +10.2% |
| 3Y | +185.8% | +30.5% | +155.3% | +176.4% |
| All | +139.3% | +30.9% | +108.4% | +123.8% |
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