-12.0%
CHYM vs GPC
+14.5%
-26.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -2.9% | -1.8% | -1.2% | -2.3% |
| 30D | +3.0% | +0.1% | +2.9% | +3.0% |
| 3M | +98.7% | +37.4% | +61.4% | +80.4% |
| 6M | +46.4% | +25.4% | +21.0% | +35.5% |
| YTD | +29.8% | +12.2% | +17.6% | +17.0% |
| 1Y | +40.5% | -0.3% | +40.8% | +32.5% |
| All | -12.0% | +14.5% | -26.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling