-11.1%
CHYM vs GFI
+89.6%
-100.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.3% | -2.7% | +0.4% | -1.8% |
| 30D | +4.4% | +13.2% | -8.8% | +2.3% |
| 3M | +91.3% | +28.5% | +62.8% | +82.8% |
| 6M | +44.0% | -6.2% | +50.2% | +42.4% |
| YTD | +31.1% | +8.7% | +22.4% | +26.5% |
| 1Y | +37.8% | +24.8% | +13.0% | +29.9% |
| All | -11.1% | +89.6% | -100.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling