-11.1%
CHYM vs GPN
+14.0%
-25.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | -4.3% | +2.1% | +0.1% |
| 30D | +4.4% | 0.0% | +4.4% | +4.2% |
| 3M | +91.3% | +35.8% | +55.5% | +57.1% |
| 6M | +44.0% | +22.0% | +22.0% | +26.0% |
| YTD | +31.1% | +15.2% | +15.9% | +18.7% |
| 1Y | +37.8% | +3.5% | +34.4% | +32.8% |
| All | -11.1% | +14.0% | -25.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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