+14.4%
GME vs CHD
+30.9%
-16.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.3% |
| 7D | +7.8% | +6.9% | +0.8% | +7.1% |
| 30D | -0.4% | +17.1% | -17.5% | -1.9% |
| 3M | +30.9% | +9.1% | +21.8% | +30.1% |
| 6M | +5.5% | +21.4% | -15.9% | +2.4% |
| YTD | +25.2% | +34.9% | -9.7% | +20.8% |
| 1Y | +14.4% | +31.0% | -16.7% | +12.8% |
| All | +14.4% | +30.9% | -16.6% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling