-9.0%
CHYM vs GD
+33.6%
-42.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.3% |
| 7D | +1.7% | -5.3% | +6.9% | +4.6% |
| 30D | +30.2% | -6.4% | +36.7% | +34.9% |
| 3M | +85.9% | +5.7% | +80.2% | +76.7% |
| 6M | +49.9% | -0.9% | +50.9% | +52.5% |
| YTD | +34.1% | +8.2% | +26.0% | +23.7% |
| 1Y | +37.0% | +13.4% | +23.6% | +22.5% |
| All | -9.0% | +33.6% | -42.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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