-11.1%
CHYM vs GPN
+13.6%
-24.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -2.3% | -4.6% | +2.3% | +0.3% |
| 30D | +4.4% | -0.3% | +4.7% | +4.3% |
| 3M | +91.3% | +35.4% | +55.9% | +57.3% |
| 6M | +44.0% | +21.7% | +22.3% | +26.2% |
| YTD | +31.1% | +14.9% | +16.2% | +18.9% |
| 1Y | +37.8% | +3.2% | +34.6% | +33.0% |
| All | -11.1% | +13.6% | -24.7% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling