+70.0%
GS vs CHYM
-24.9%
+94.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.4% |
| 7D | +3.4% | +2.1% | +1.3% | +3.1% |
| 30D | +0.2% | +11.0% | -10.8% | -1.3% |
| 3M | -0.3% | +83.9% | -84.2% | -10.0% |
| 6M | +27.4% | +45.3% | -18.0% | +18.8% |
| YTD | +19.6% | +28.4% | -8.7% | +13.0% |
| 1Y | +42.5% | +32.2% | +10.3% | +33.5% |
| All | +70.0% | -24.9% | +94.8% | +64.6% |
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