+5.8%
GAP vs CHD
+19.3%
-13.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.1% |
| 7D | -3.2% | -4.2% | +1.0% | -1.8% |
| 30D | -0.7% | -7.6% | +6.9% | +1.8% |
| 3M | -0.5% | -1.6% | +1.1% | +0.1% |
| 6M | -5.0% | -6.3% | +1.3% | -3.1% |
| YTD | -14.7% | +14.6% | -29.3% | -18.1% |
| 1Y | -8.6% | +1.6% | -10.2% | -9.3% |
| 3Y | +108.4% | +3.1% | +105.2% | +101.5% |
| 5Y | +5.8% | +21.1% | -15.3% | -12.4% |
| All | +5.8% | +19.3% | -13.5% | -12.4% |
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 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