-12.1%
GFS vs USHY
+20.6%
-32.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +1.4% |
| 7D | -5.3% | +0.3% | -5.6% | -6.2% |
| 30D | -15.8% | +0.4% | -16.2% | -16.8% |
| 3M | -18.6% | -1.3% | -17.3% | -15.2% |
| 6M | -45.0% | -0.4% | -44.5% | -43.8% |
| YTD | +16.8% | +1.0% | +15.8% | +15.1% |
| 1Y | +17.8% | +2.0% | +15.8% | +12.8% |
| 3Y | -21.5% | +25.6% | -47.2% | -55.6% |
| 5Y | -29.3% | +20.0% | -49.3% | -40.7% |
| All | -12.1% | +20.6% | -32.7% | -27.6% |
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