-60.1%
GTLB vs CHD
+33.2%
-93.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +1.1% |
| 7D | -0.7% | +3.6% | -4.4% | -0.3% |
| 30D | -10.2% | +10.4% | -20.6% | -9.2% |
| 3M | +10.1% | +12.2% | -2.1% | +11.5% |
| 6M | +116.5% | +19.9% | +96.5% | +121.1% |
| YTD | +27.2% | +36.4% | -9.2% | +31.5% |
| 1Y | +8.6% | +35.1% | -26.6% | +12.2% |
| 3Y | +5.6% | +29.2% | -23.6% | +7.4% |
| All | -60.1% | +33.2% | -93.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling