+231.6%
GLW vs CHYM
-23.3%
+254.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +7.8% | -2.3% | +10.1% | +8.0% |
| 30D | -0.4% | +4.4% | -4.9% | -0.9% |
| 3M | -5.6% | +91.3% | -96.9% | -12.4% |
| 6M | +26.7% | +44.0% | -17.3% | +19.3% |
| YTD | +91.0% | +31.1% | +59.9% | +80.3% |
| 1Y | +122.4% | +37.8% | +84.6% | +108.6% |
| All | +231.6% | -23.3% | +254.9% | +220.5% |
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