+414.4%
SPYG vs CHD
+126.1%
+288.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -4.5% | +3.6% | +0.1% |
| 30D | -1.5% | -6.7% | +5.2% | -0.1% |
| 3M | +3.7% | -2.7% | +6.5% | +4.1% |
| 6M | +16.4% | -4.9% | +21.4% | +17.3% |
| YTD | +13.3% | +13.3% | 0.0% | +9.2% |
| 1Y | +17.9% | +1.0% | +16.9% | +16.6% |
| 3Y | +98.3% | +1.3% | +97.0% | +92.4% |
| 5Y | +86.4% | +20.8% | +65.6% | +67.5% |
| All | +414.4% | +126.1% | +288.3% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling