+5.3%
GAP vs CHD
+31.9%
-26.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -5.5% | +12.2% | -17.7% | -8.9% |
| 3M | +3.5% | +9.3% | -5.8% | +0.5% |
| 6M | +0.7% | +24.3% | -23.6% | -5.8% |
| YTD | -13.4% | +34.9% | -48.2% | -21.0% |
| 1Y | -7.7% | +32.7% | -40.4% | -15.4% |
| 3Y | +74.4% | +29.4% | +45.0% | +56.3% |
| 5Y | +5.3% | +31.7% | -26.4% | -22.5% |
| All | +5.3% | +31.9% | -26.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling