-4.9%
GTLB vs CHD
+2.1%
-7.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +1.8% |
| 7D | -4.1% | -4.7% | +0.6% | -5.0% |
| 30D | +12.3% | -8.3% | +20.6% | +10.1% |
| 3M | +65.9% | -4.0% | +69.9% | +64.1% |
| 6M | +104.0% | -6.5% | +110.5% | +104.8% |
| YTD | +26.0% | +13.1% | +12.9% | +29.0% |
| All | -4.9% | +2.1% | -7.0% | -4.3% |
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