-12.9%
CHYM vs GGLL
+193.9%
-206.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | +11.0% | -9.7% | +20.8% | +13.2% |
| 3M | +83.9% | -18.0% | +101.9% | +89.4% |
| 6M | +45.3% | +15.3% | +30.1% | +36.3% |
| YTD | +28.4% | +2.2% | +26.2% | +22.7% |
| 1Y | +32.2% | +73.1% | -40.9% | +12.0% |
| All | -12.9% | +193.9% | -206.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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