-12.3%
GFS vs HIG
+104.5%
-116.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.2% | +4.7% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -16.0% | +4.5% | -20.5% | -17.4% |
| 3M | -24.7% | -5.5% | -19.2% | -23.6% |
| 6M | -45.1% | +3.1% | -48.2% | -46.6% |
| YTD | +16.5% | -0.8% | +17.3% | +14.9% |
| 1Y | +19.3% | +6.1% | +13.3% | +13.7% |
| 3Y | -20.0% | +94.1% | -114.1% | -45.6% |
| 5Y | -32.0% | +106.4% | -138.5% | -56.7% |
| All | -12.3% | +104.5% | -116.9% | -44.2% |
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