+12.6%
GTLB vs CHD
+30.9%
-18.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.8% |
| 7D | -9.7% | +6.9% | -16.6% | -7.7% |
| 30D | +1.7% | +17.1% | -15.4% | +6.4% |
| 3M | +43.6% | +9.1% | +34.5% | +46.6% |
| 6M | +113.0% | +21.4% | +91.6% | +131.0% |
| YTD | +39.5% | +34.9% | +4.7% | +56.4% |
| 1Y | +12.6% | +31.0% | -18.4% | +23.3% |
| All | +12.6% | +30.9% | -18.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling