-9.0%
CHYM vs GGLL
+194.1%
-203.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.8% |
| 7D | +1.7% | -4.8% | +6.5% | +2.7% |
| 30D | +30.2% | -13.7% | +43.9% | +34.0% |
| 3M | +85.9% | -21.9% | +107.8% | +93.5% |
| 6M | +49.9% | +11.7% | +38.3% | +41.3% |
| YTD | +34.1% | +2.3% | +31.9% | +28.2% |
| 1Y | +37.0% | +76.2% | -39.2% | +15.6% |
| All | -9.0% | +194.1% | -203.1% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling