-11.1%
CHYM vs GLXY
+27.1%
-38.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -2.3% | -7.3% | +5.1% | -0.7% |
| 30D | +4.4% | +15.7% | -11.3% | -0.1% |
| 3M | +91.3% | -26.7% | +118.0% | +103.5% |
| 6M | +44.0% | +13.7% | +30.3% | +32.3% |
| YTD | +31.1% | +9.1% | +22.0% | +17.6% |
| 1Y | +37.8% | -15.5% | +53.3% | +33.9% |
| All | -11.1% | +27.1% | -38.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling