+290.5%
GME vs CHD
+126.1%
+164.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +10.4% | -4.5% | +14.9% | +10.8% |
| 30D | +14.1% | -6.7% | +20.8% | +14.7% |
| 3M | -4.6% | -2.7% | -1.9% | -4.5% |
| 6M | -13.5% | -4.9% | -8.6% | -13.3% |
| YTD | +5.3% | +13.3% | -8.0% | +4.3% |
| 1Y | -14.9% | +1.0% | -15.9% | -15.1% |
| 3Y | +24.3% | +1.3% | +22.9% | +22.5% |
| 5Y | -55.6% | +20.8% | -76.4% | -58.0% |
| All | +290.5% | +126.1% | +164.4% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling