+37.0%
CHYM vs GFI
+45.3%
-8.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.7% | +3.1% | -1.4% | +1.1% |
| 30D | +30.2% | +27.1% | +3.1% | +24.2% |
| 3M | +85.9% | +21.2% | +64.7% | +77.9% |
| 6M | +49.9% | -4.5% | +54.4% | +47.6% |
| YTD | +34.1% | +11.7% | +22.4% | +27.4% |
| 1Y | +37.0% | +46.0% | -9.0% | +14.0% |
| All | +37.0% | +45.3% | -8.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling