+5.6%
GTLB vs CHD
+31.2%
-25.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +1.2% |
| 7D | -0.7% | +3.6% | -4.4% | 0.0% |
| 30D | -10.2% | +10.4% | -20.6% | -8.4% |
| 3M | +10.1% | +12.2% | -2.1% | +12.5% |
| 6M | +116.5% | +19.9% | +96.5% | +124.8% |
| YTD | +27.2% | +36.4% | -9.2% | +35.6% |
| 1Y | +8.6% | +35.1% | -26.6% | +15.6% |
| 3Y | +5.6% | +29.2% | -23.6% | +16.0% |
| All | +5.6% | +31.2% | -25.7% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling