+16.9%
GME vs CHD
+1.8%
+15.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.1% |
| 7D | +4.8% | -4.2% | +9.0% | +4.4% |
| 30D | +5.9% | -7.6% | +13.4% | +5.0% |
| 3M | -10.7% | -1.6% | -9.1% | -10.8% |
| 6M | -19.8% | -6.3% | -13.5% | -20.3% |
| YTD | -0.9% | +14.6% | -15.5% | +2.0% |
| 1Y | -15.7% | +1.6% | -17.3% | -15.3% |
| All | +16.9% | +1.8% | +15.1% | +11.3% |
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 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