+225.1%
GLW vs CHYM
-24.0%
+249.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.3% | -2.7% |
| 7D | +11.7% | -2.9% | +14.6% | +11.9% |
| 30D | +2.7% | +3.0% | -0.3% | +2.3% |
| 3M | -2.8% | +98.7% | -101.5% | -10.1% |
| 6M | +20.2% | +46.4% | -26.3% | +13.0% |
| YTD | +87.3% | +29.8% | +57.5% | +76.9% |
| 1Y | +119.6% | +40.5% | +79.1% | +105.8% |
| All | +225.1% | -24.0% | +249.1% | +214.4% |
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