-0.8%
GFS vs USHY
+22.1%
-22.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.5% |
| 7D | +4.5% | -0.1% | +4.6% | +4.9% |
| 30D | -8.2% | 0.0% | -8.1% | -8.0% |
| 3M | -38.9% | +0.8% | -39.7% | -40.2% |
| 6M | -2.9% | +1.9% | -4.8% | -7.2% |
| YTD | +31.8% | +2.3% | +29.5% | +24.8% |
| 1Y | +43.1% | +4.1% | +39.0% | +29.0% |
| 3Y | -20.6% | +27.8% | -48.4% | -57.2% |
| All | -0.8% | +22.1% | -22.9% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling