-14.3%
GME vs CHD
+7.1%
-21.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +7.2% | -2.7% | +9.9% | +7.3% |
| 30D | +0.8% | -4.6% | +5.4% | +1.0% |
| 3M | -14.0% | +5.0% | -19.0% | -14.3% |
| 6M | -19.7% | -3.2% | -16.5% | -19.3% |
| YTD | -4.6% | +18.6% | -23.2% | -2.9% |
| 1Y | -14.3% | +4.8% | -19.2% | -15.5% |
| All | -14.3% | +7.1% | -21.4% | -15.5% |
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 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