-6.9%
CHYM vs GAP
+0.6%
-7.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.6% | +11.5% | +8.3% |
| 7D | +3.4% | -3.2% | +6.6% | +4.3% |
| 30D | +12.0% | -0.7% | +12.7% | +11.5% |
| 3M | +102.4% | -0.5% | +102.9% | +101.1% |
| 6M | +52.7% | -5.0% | +57.7% | +51.0% |
| YTD | +37.3% | -14.7% | +51.9% | +41.6% |
| 1Y | +42.2% | -8.6% | +50.8% | +38.7% |
| All | -6.9% | +0.6% | -7.5% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling