-12.1%
GAP vs CHD
+32.9%
-45.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -5.2% | +0.4% | -5.5% | -5.3% |
| 30D | -6.9% | +11.6% | -18.5% | -12.3% |
| 3M | +5.7% | +10.7% | -5.0% | -0.1% |
| 6M | +0.9% | +20.2% | -19.3% | -8.4% |
| YTD | -14.5% | +34.5% | -49.0% | -32.6% |
| 1Y | -12.1% | +32.6% | -44.7% | -29.4% |
| All | -12.1% | +32.9% | -45.1% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling