+43.1%
GFS vs USHY
+4.0%
+39.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +3.0% |
| 7D | +4.5% | -0.1% | +4.6% | +5.3% |
| 30D | -8.2% | 0.0% | -8.1% | -7.9% |
| 3M | -38.9% | +0.8% | -39.7% | -41.5% |
| 6M | -2.9% | +1.9% | -4.8% | -11.3% |
| YTD | +31.8% | +2.3% | +29.5% | +18.0% |
| 1Y | +43.1% | +4.1% | +39.0% | +13.6% |
| All | +43.1% | +4.0% | +39.1% | +13.6% |
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 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