-17.4%
GIS vs CHYM
+71.1%
-88.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +5.1% |
| 7D | +8.5% | +3.7% | +4.8% | +8.4% |
| 30D | +15.3% | +5.6% | +9.7% | +15.2% |
| 3M | +0.9% | +19.7% | -18.8% | +0.8% |
| 6M | +7.9% | +35.3% | -27.3% | +7.3% |
| YTD | -17.6% | +18.7% | -36.3% | -18.8% |
| 1Y | -17.4% | +67.8% | -85.2% | -19.2% |
| All | -17.4% | +71.1% | -88.4% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling