-11.0%
CHYM vs GD
+35.6%
-46.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.4% |
| 7D | +9.4% | +1.9% | +7.6% | +8.5% |
| 30D | +10.5% | +9.2% | +1.2% | +5.2% |
| 3M | +4.5% | -7.5% | +12.0% | +8.6% |
| 6M | +82.5% | +5.8% | +76.7% | +73.3% |
| YTD | +31.2% | +9.8% | +21.4% | +19.6% |
| 1Y | +63.5% | +5.8% | +57.7% | +55.1% |
| All | -11.0% | +35.6% | -46.6% | -35.5% |
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