+112.0%
GD vs USHY
+46.9%
+65.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -0.3% | -4.7% | -4.7% |
| 30D | +8.9% | 0.0% | +8.9% | +8.8% |
| 3M | -8.0% | -2.4% | -5.6% | -5.0% |
| 6M | +2.9% | -1.6% | +4.5% | +5.2% |
| YTD | +7.1% | -0.2% | +7.2% | +7.2% |
| 1Y | +5.9% | +1.2% | +4.7% | +4.1% |
| 3Y | +53.9% | +24.1% | +29.7% | +14.6% |
| 5Y | +95.4% | +18.1% | +77.3% | +59.1% |
| All | +112.0% | +46.9% | +65.1% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling