-12.9%
CHYM vs GPC
+14.4%
-27.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.4% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +11.0% | -0.4% | +11.4% | +11.2% |
| 3M | +83.9% | +39.2% | +44.7% | +66.3% |
| 6M | +45.3% | +18.2% | +27.1% | +35.7% |
| YTD | +28.4% | +12.1% | +16.3% | +15.7% |
| 1Y | +32.2% | -0.7% | +32.9% | +24.7% |
| All | -12.9% | +14.4% | -27.4% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling