+17.7%
GFS vs USHY
+1.9%
+15.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -9.2% |
| 7D | -12.5% | -0.2% | -12.3% | -11.5% |
| 30D | -16.9% | +0.7% | -17.6% | -19.8% |
| 3M | -22.3% | -2.2% | -20.1% | -11.1% |
| 6M | -40.2% | -0.9% | -39.4% | -36.2% |
| YTD | +16.0% | +0.2% | +15.8% | +17.2% |
| 1Y | +17.7% | +1.7% | +15.9% | +5.8% |
| All | +17.7% | +1.9% | +15.8% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling