-12.3%
CHYM vs GGLL
+101.7%
-114.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +15.4% | +5.1% | +10.3% | +14.3% |
| 30D | +8.2% | -35.5% | +43.7% | +16.8% |
| 3M | +5.5% | -39.2% | +44.6% | +15.0% |
| 6M | +76.6% | -54.4% | +131.0% | +102.3% |
| YTD | +29.3% | -29.8% | +59.1% | +31.6% |
| 1Y | +53.1% | -20.4% | +73.5% | +51.4% |
| All | -12.3% | +101.7% | -114.0% | -38.2% |
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