+68.7%
GS vs CHYM
-19.7%
+88.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.9% | -7.7% | -1.7% |
| 7D | +2.4% | +3.4% | -1.0% | +1.9% |
| 30D | -0.1% | +12.0% | -12.1% | -1.6% |
| 3M | +0.2% | +102.4% | -102.2% | -10.8% |
| 6M | +24.8% | +52.7% | -27.9% | +15.7% |
| YTD | +18.8% | +37.3% | -18.5% | +11.2% |
| 1Y | +37.3% | +42.2% | -4.9% | +27.4% |
| All | +68.7% | -19.7% | +88.4% | +61.9% |
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