+2,064.0%
GS vs CHD
+3,778.9%
-1,714.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.7% |
| 30D | -1.6% | -4.6% | +3.0% | -0.3% |
| 3M | -4.5% | +5.0% | -9.5% | -6.2% |
| 6M | +20.9% | -3.2% | +24.1% | +21.4% |
| YTD | +19.9% | +18.6% | +1.2% | +13.1% |
| 1Y | +41.4% | +4.8% | +36.6% | +38.0% |
| 3Y | +239.2% | +6.1% | +233.0% | +224.4% |
| 5Y | +185.0% | +24.0% | +161.1% | +155.5% |
| 10Y | +655.0% | +124.5% | +530.5% | +428.4% |
| All | +2,064.0% | +3,778.9% | -1,714.8% | +686.9% |
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