-11.1%
CHYM vs GFS
+23.2%
-34.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.8% |
| 7D | -2.3% | +3.8% | -6.1% | -2.6% |
| 30D | +4.4% | -11.7% | +16.1% | +5.4% |
| 3M | +91.3% | -41.8% | +133.1% | +100.8% |
| 6M | +44.0% | +6.6% | +37.3% | +36.4% |
| YTD | +31.1% | +34.6% | -3.5% | +13.5% |
| 1Y | +37.8% | +46.2% | -8.3% | +20.2% |
| All | -11.1% | +23.2% | -34.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling