+117.6%
GD vs USHY
+48.0%
+69.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +2.7% | -0.4% | +3.1% | +3.3% |
| 30D | +8.6% | +0.6% | +8.0% | +7.7% |
| 3M | -7.1% | -2.0% | -5.1% | -4.5% |
| 6M | +7.5% | -0.5% | +8.0% | +8.2% |
| YTD | +9.9% | +0.6% | +9.3% | +8.9% |
| 1Y | +7.6% | +2.1% | +5.4% | +4.4% |
| 3Y | +56.2% | +25.3% | +30.9% | +14.9% |
| 5Y | +100.6% | +19.7% | +80.9% | +59.9% |
| All | +117.6% | +48.0% | +69.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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