+41.4%
GS vs CHYM
+38.9%
+2.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | +1.7% | -0.7% | +0.7% |
| 30D | -1.6% | +30.2% | -31.8% | -5.8% |
| 3M | -4.5% | +85.9% | -90.4% | -14.6% |
| 6M | +20.9% | +49.9% | -29.0% | +11.6% |
| YTD | +19.9% | +34.1% | -14.2% | +12.0% |
| 1Y | +41.4% | +37.0% | +4.4% | +29.8% |
| All | +41.4% | +38.9% | +2.5% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling