+27.0%
GLD vs CHYM
-24.0%
+51.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.5% |
| 7D | -3.4% | -2.9% | -0.5% | -3.3% |
| 30D | -1.1% | +3.0% | -4.1% | -1.2% |
| 3M | +5.8% | +98.7% | -92.9% | +3.3% |
| 6M | -17.1% | +46.4% | -63.5% | -18.6% |
| YTD | 0.0% | +29.8% | -29.8% | -2.1% |
| 1Y | +18.2% | +40.5% | -22.2% | +14.9% |
| All | +27.0% | -24.0% | +51.0% | +22.1% |
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