-29.6%
GIS vs CHYM
-23.3%
-6.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -6.4% | -2.3% | -4.1% | -6.4% |
| 30D | -6.1% | +4.4% | -10.5% | -6.1% |
| 3M | +7.8% | +91.3% | -83.5% | +8.8% |
| 6M | -8.8% | +44.0% | -52.8% | -8.9% |
| YTD | -19.1% | +31.1% | -50.2% | -19.4% |
| 1Y | -24.8% | +37.8% | -62.6% | -25.1% |
| All | -29.6% | -23.3% | -6.3% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling