-7.8%
GFS vs HIG
+107.6%
-115.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +17.2% | -0.1% | +17.4% | +17.2% |
| 30D | -8.7% | +4.4% | -13.1% | -10.2% |
| 3M | -19.7% | 0.0% | -19.7% | -20.0% |
| 6M | -40.7% | +3.8% | -44.5% | -42.3% |
| YTD | +22.5% | +0.7% | +21.8% | +20.3% |
| 1Y | +25.2% | +5.0% | +20.2% | +20.3% |
| 3Y | -17.7% | +95.3% | -113.0% | -44.0% |
| 5Y | -23.5% | +110.8% | -134.3% | -51.5% |
| All | -7.8% | +107.6% | -115.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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