+37.0%
CHYM vs GME
-15.8%
+52.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.7% | +7.2% | -5.5% | -0.8% |
| 30D | +30.2% | +0.8% | +29.5% | +29.9% |
| 3M | +85.9% | -14.0% | +99.9% | +94.8% |
| 6M | +49.9% | -19.7% | +69.6% | +61.0% |
| YTD | +34.1% | -4.6% | +38.7% | +37.6% |
| 1Y | +37.0% | -14.3% | +51.4% | +39.9% |
| All | +37.0% | -15.8% | +52.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling