+93.8%
GD vs USHY
+18.6%
+75.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | +8.9% | 0.0% | +8.9% | +8.9% |
| 3M | -8.0% | -1.8% | -6.3% | -6.5% |
| 6M | +2.9% | -1.0% | +3.9% | +3.9% |
| YTD | +7.1% | +0.5% | +6.6% | +6.6% |
| 1Y | +5.9% | +1.9% | +4.1% | +4.1% |
| 3Y | +53.9% | +24.9% | +29.0% | +27.7% |
| All | +93.8% | +18.6% | +75.2% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling