+2,126.2%
GAP vs CHD
+11,631.5%
-9,505.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | +3.5% | +9.3% | -5.8% | +1.1% |
| 6M | +0.7% | +24.3% | -23.6% | -4.9% |
| YTD | -13.4% | +34.9% | -48.2% | -20.0% |
| 1Y | -7.7% | +32.7% | -40.4% | -14.3% |
| 3Y | +74.4% | +29.4% | +45.0% | +60.9% |
| 5Y | +5.3% | +31.7% | -26.4% | -4.0% |
| 10Y | +4.7% | +191.7% | -187.0% | -24.8% |
| All | +2,126.2% | +11,631.5% | -9,505.3% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling