-12.3%
CHYM vs GLDM
+22.3%
-34.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +2.0% | +3.3% |
| 7D | +14.0% | +5.0% | +9.0% | +12.5% |
| 30D | +8.1% | -1.3% | +9.4% | +8.4% |
| 3M | +11.8% | -4.7% | +16.5% | +13.1% |
| 6M | +76.6% | -12.4% | +88.9% | +79.0% |
| YTD | +29.2% | -4.1% | +33.3% | +28.7% |
| 1Y | +59.9% | +3.3% | +56.6% | +58.8% |
| All | -12.3% | +22.3% | -34.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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