-1.1%
GAP vs CHD
+195.3%
-196.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | -1.9% | +3.4% | -5.3% | -2.8% |
| 30D | -7.1% | +10.1% | -17.2% | -9.3% |
| 3M | +4.1% | +11.9% | -7.8% | +1.1% |
| 6M | +1.9% | +19.6% | -17.7% | -2.7% |
| YTD | -15.2% | +36.0% | -51.2% | -21.6% |
| 1Y | -10.6% | +34.8% | -45.4% | -17.2% |
| 3Y | +74.6% | +28.8% | +45.8% | +61.3% |
| 5Y | +3.7% | +33.0% | -29.4% | -6.3% |
| All | -1.1% | +195.3% | -196.3% | -24.9% |
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