-12.0%
CHYM vs GWW
+19.7%
-31.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.9% | -5.3% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | +3.0% | -2.3% | +5.3% | +3.6% |
| 3M | +98.7% | -3.3% | +102.0% | +99.5% |
| 6M | +46.4% | +15.4% | +31.1% | +36.9% |
| YTD | +29.8% | +26.7% | +3.0% | +13.8% |
| 1Y | +40.5% | +29.0% | +11.5% | +20.4% |
| All | -12.0% | +19.7% | -31.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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