-54.6%
GTLB vs CHD
+23.0%
-77.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.3% | -5.6% |
| 7D | +4.6% | -2.9% | +7.5% | +4.3% |
| 30D | +21.0% | -6.2% | +27.2% | +20.2% |
| 3M | +51.7% | +1.6% | +50.1% | +52.1% |
| 6M | +89.3% | -3.5% | +92.8% | +89.6% |
| YTD | +25.6% | +16.2% | +9.4% | +27.5% |
| 1Y | -1.5% | +3.4% | -4.9% | -0.8% |
| 3Y | -9.9% | +4.6% | -14.5% | -10.1% |
| All | -54.6% | +23.0% | -77.6% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling