+2,078.7%
GAP vs CHD
+11,766.8%
-9,688.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.2% |
| 7D | -1.9% | +3.6% | -5.6% | -2.8% |
| 30D | -7.1% | +10.4% | -17.5% | -9.4% |
| 3M | +4.1% | +12.2% | -8.1% | +1.0% |
| 6M | +1.9% | +19.9% | -18.0% | -2.8% |
| YTD | -15.2% | +36.4% | -51.6% | -21.9% |
| 1Y | -10.6% | +35.1% | -45.8% | -17.5% |
| 3Y | +74.6% | +29.2% | +45.4% | +61.1% |
| 5Y | +3.7% | +33.4% | -29.7% | -5.8% |
| 10Y | +2.4% | +195.0% | -192.6% | -26.7% |
| All | +2,078.7% | +11,766.8% | -9,688.2% | +556.4% |
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 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