-10.6%
GAP vs CHD
+33.5%
-44.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.7% |
| 7D | -1.9% | +3.6% | -5.6% | -3.9% |
| 30D | -7.1% | +10.4% | -17.5% | -11.9% |
| 3M | +4.1% | +12.2% | -8.1% | -2.3% |
| 6M | +1.9% | +19.9% | -18.0% | -7.4% |
| YTD | -15.2% | +36.4% | -51.6% | -33.4% |
| 1Y | -10.6% | +35.1% | -45.8% | -29.2% |
| All | -10.6% | +33.5% | -44.2% | -29.2% |
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