+230.8%
GLW vs CHYM
-24.9%
+255.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.3% | +11.9% | +7.9% |
| 7D | +14.0% | +2.1% | +12.0% | +13.7% |
| 30D | +0.4% | +11.0% | -10.7% | -0.7% |
| 3M | -11.3% | +83.9% | -95.2% | -17.5% |
| 6M | +35.1% | +45.3% | -10.3% | +27.1% |
| YTD | +90.5% | +28.4% | +62.2% | +80.1% |
| 1Y | +132.0% | +32.2% | +99.8% | +118.2% |
| All | +230.8% | -24.9% | +255.6% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling