-11.0%
CHYM vs FGI
+147.6%
-158.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.4% |
| 7D | +9.4% | +13.5% | -4.1% | +9.0% |
| 30D | +10.5% | +17.1% | -6.6% | +9.8% |
| 3M | +4.5% | +78.0% | -73.5% | +0.2% |
| 6M | +82.5% | +46.4% | +36.1% | +75.5% |
| YTD | +31.2% | +47.7% | -16.5% | +23.6% |
| 1Y | +63.5% | +56.8% | +6.7% | +53.2% |
| All | -11.0% | +147.6% | -158.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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