-11.1%
CHYM vs GME
-10.3%
-0.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.4% |
| 7D | -2.3% | +10.4% | -12.6% | -5.9% |
| 30D | +4.4% | +14.1% | -9.6% | -0.8% |
| 3M | +91.3% | -4.6% | +95.9% | +93.4% |
| 6M | +44.0% | -13.5% | +57.5% | +51.0% |
| YTD | +31.1% | +5.3% | +25.8% | +27.8% |
| 1Y | +37.8% | -14.9% | +52.7% | +42.3% |
| All | -11.1% | -10.3% | -0.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling