+84.9%
SPYG vs CHD
+19.7%
+65.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.8% | -4.7% | +2.9% | -1.5% |
| 30D | -1.9% | -8.3% | +6.4% | -1.3% |
| 3M | +5.2% | -4.0% | +9.2% | +5.4% |
| 6M | +15.6% | -6.5% | +22.1% | +16.1% |
| YTD | +12.4% | +13.1% | -0.7% | +10.6% |
| 1Y | +17.5% | +2.3% | +15.1% | +16.9% |
| 3Y | +98.1% | +1.8% | +96.3% | +93.6% |
| 5Y | +84.9% | +20.6% | +64.3% | +71.7% |
| All | +84.9% | +19.7% | +65.2% | +71.7% |
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