-9.0%
CHYM vs GLDM
+31.0%
-40.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +30.2% | +4.4% | +25.8% | +29.1% |
| 3M | +85.9% | -1.1% | +87.0% | +85.0% |
| 6M | +49.9% | -13.7% | +63.6% | +50.1% |
| YTD | +34.1% | +2.8% | +31.4% | +31.5% |
| 1Y | +37.0% | +24.8% | +12.2% | +45.2% |
| All | -9.0% | +31.0% | -40.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling