-22.1%
GFS vs USHY
+27.8%
-50.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | -16.4% | 0.0% | -16.4% | -16.2% |
| 3M | -41.6% | +1.2% | -42.7% | -44.1% |
| 6M | -3.7% | +2.6% | -6.3% | -12.3% |
| YTD | +29.3% | +2.4% | +26.9% | +18.6% |
| 1Y | +37.1% | +4.2% | +32.9% | +17.8% |
| 3Y | -22.1% | +28.0% | -50.2% | -63.1% |
| All | -22.1% | +27.8% | -50.0% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling