-2.7%
GFS vs HIG
+105.7%
-108.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | -16.4% | -4.9% | -11.5% | -15.1% |
| 3M | -41.6% | +6.8% | -48.4% | -43.6% |
| 6M | -3.7% | -1.7% | -2.0% | -4.0% |
| YTD | +29.3% | -0.2% | +29.5% | +27.8% |
| 1Y | +37.1% | +5.7% | +31.4% | +31.4% |
| 3Y | -22.1% | +100.3% | -122.4% | -47.8% |
| All | -2.7% | +105.7% | -108.4% | -37.9% |
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