+14.7%
GTLB vs CHD
+7.1%
+7.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | +11.1% | -2.7% | +13.7% | +10.4% |
| 30D | +37.8% | -4.6% | +42.4% | +36.1% |
| 3M | +61.6% | +5.0% | +56.5% | +64.8% |
| 6M | +98.9% | -3.2% | +102.1% | +101.1% |
| YTD | +32.8% | +18.6% | +14.1% | +37.6% |
| 1Y | +14.7% | +4.8% | +9.8% | +18.2% |
| All | +14.7% | +7.1% | +7.6% | +18.2% |
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 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