+1,710.5%
GS vs CHD
+4,281.9%
-2,571.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.7% | -6.2% |
| 7D | -6.3% | +5.0% | -11.4% | -7.6% |
| 30D | -3.1% | +15.3% | -18.5% | -7.1% |
| 3M | -17.7% | +7.7% | -25.4% | -19.5% |
| 6M | -4.6% | +19.8% | -24.3% | -9.9% |
| YTD | +0.3% | +34.0% | -33.7% | -8.7% |
| 1Y | +11.7% | +30.1% | -18.4% | +2.5% |
| 3Y | +183.6% | +33.0% | +150.6% | +153.9% |
| 5Y | +141.0% | +33.1% | +107.8% | +112.0% |
| 10Y | +507.4% | +189.4% | +318.0% | +291.7% |
| All | +1,710.5% | +4,281.9% | -2,571.4% | +535.2% |
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