+32.5%
GILD vs CHYM
-23.3%
+55.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.7% |
| 7D | -4.8% | -2.3% | -2.6% | -4.8% |
| 30D | +5.8% | +4.4% | +1.3% | +5.9% |
| 3M | +14.9% | +91.3% | -76.4% | +16.9% |
| 6M | -0.4% | +44.0% | -44.3% | -0.1% |
| YTD | +18.5% | +31.1% | -12.6% | +18.7% |
| 1Y | +25.1% | +37.8% | -12.7% | +26.2% |
| All | +32.5% | -23.3% | +55.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 10y: compounded portfolio wealth divided by compounded CHYM 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…
10y analysis · Full analysis span regression · 6 months rolling