+118.3%
GAP vs CHD
+4.0%
+114.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.4% |
| 30D | +9.3% | -6.2% | +15.5% | +11.0% |
| 3M | +6.1% | +1.6% | +4.5% | +5.8% |
| 6M | -2.3% | -3.5% | +1.2% | -1.7% |
| YTD | -10.6% | +16.2% | -26.8% | -12.8% |
| 1Y | -4.4% | +3.4% | -7.8% | -5.3% |
| 3Y | +118.3% | +4.6% | +113.7% | +108.1% |
| All | +118.3% | +4.0% | +114.3% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling