+112.9%
GME vs CHD
+31.2%
+81.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +1.1% |
| 7D | +2.9% | +3.6% | -0.7% | +3.4% |
| 30D | -4.8% | +10.4% | -15.2% | -3.5% |
| 3M | +39.2% | +12.2% | +27.0% | +41.5% |
| 6M | +17.1% | +19.9% | -2.8% | +20.2% |
| YTD | +28.7% | +36.4% | -7.7% | +36.6% |
| 1Y | +23.3% | +35.1% | -11.8% | +30.6% |
| 3Y | +112.9% | +29.2% | +83.7% | +134.6% |
| All | +112.9% | +31.2% | +81.7% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling