-12.0%
CHYM vs GSK
+19.3%
-31.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.4% |
| 7D | -2.9% | -5.4% | +2.5% | -2.9% |
| 30D | +3.0% | -4.6% | +7.6% | +3.1% |
| 3M | +98.7% | -5.1% | +103.8% | +98.5% |
| 6M | +46.4% | -11.4% | +57.9% | +46.3% |
| YTD | +29.8% | +0.7% | +29.1% | +28.4% |
| 1Y | +40.5% | +23.0% | +17.4% | +30.9% |
| All | -12.0% | +19.3% | -31.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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