-57.2%
GME vs CHD
+19.7%
-76.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.5% |
| 7D | +6.0% | -4.7% | +10.7% | +6.0% |
| 30D | +8.3% | -8.3% | +16.7% | +8.2% |
| 3M | -9.1% | -4.0% | -5.0% | -9.1% |
| 6M | -16.3% | -6.5% | -9.8% | -16.4% |
| YTD | +1.5% | +13.1% | -11.5% | +2.2% |
| 1Y | -16.3% | +2.3% | -18.7% | -16.1% |
| 3Y | +15.1% | +1.8% | +13.3% | +13.2% |
| 5Y | -57.2% | +20.6% | -77.7% | -59.6% |
| All | -57.2% | +19.7% | -76.8% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling