-11.1%
CHYM vs GAP
+1.3%
-12.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.1% |
| 7D | -2.3% | -4.1% | +1.9% | -1.1% |
| 30D | +4.4% | +6.2% | -1.8% | +1.7% |
| 3M | +91.3% | -0.7% | +92.0% | +90.3% |
| 6M | +44.0% | -7.1% | +51.1% | +43.9% |
| YTD | +31.1% | -14.1% | +45.2% | +34.9% |
| 1Y | +37.8% | -8.5% | +46.3% | +34.3% |
| All | -11.1% | +1.3% | -12.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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