+27.2%
GFS vs USHY
+1.9%
+25.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.1% |
| 7D | +7.4% | -0.4% | +7.8% | +9.9% |
| 30D | -15.3% | +0.6% | -15.9% | -17.7% |
| 3M | -21.1% | -2.0% | -19.1% | -10.9% |
| 6M | -44.5% | -0.5% | -43.9% | -41.9% |
| YTD | +19.2% | +0.6% | +18.6% | +18.1% |
| 1Y | +27.2% | +2.1% | +25.1% | +16.3% |
| All | +27.2% | +1.9% | +25.4% | +16.3% |
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