+37.7%
GHY vs SPY
+75.5%
-37.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -1.4% | -2.0% | +0.5% | -0.6% |
| 30D | -2.7% | -1.7% | -1.0% | -2.0% |
| 3M | -1.5% | +4.7% | -6.2% | -3.5% |
| 6M | -1.2% | +12.5% | -13.7% | -6.3% |
| YTD | -2.2% | +11.7% | -13.9% | -7.0% |
| 1Y | -5.8% | +17.5% | -23.3% | -12.4% |
| All | +37.7% | +75.5% | -37.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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