+24.3%
GAP vs CHD
+125.6%
-101.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -6.3% | -4.7% | -1.6% | -5.1% |
| 30D | -0.2% | -8.3% | +8.1% | +2.1% |
| 3M | 0.0% | -4.0% | +4.1% | +1.1% |
| 6M | -8.1% | -6.5% | -1.6% | -6.5% |
| YTD | -16.5% | +13.1% | -29.6% | -19.0% |
| 1Y | -10.5% | +2.3% | -12.8% | -11.2% |
| 3Y | +104.0% | +1.8% | +102.2% | +100.2% |
| 5Y | +6.8% | +20.6% | -13.8% | -0.6% |
| All | +24.3% | +125.6% | -101.3% | -0.8% |
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