+102.5%
GHY vs SPY
+573.8%
-471.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -1.2% | -1.4% | +0.2% | -0.5% |
| 3M | -0.5% | +3.7% | -4.2% | -2.4% |
| 6M | +0.3% | +13.0% | -12.7% | -5.7% |
| YTD | -1.3% | +12.4% | -13.7% | -7.0% |
| 1Y | -4.9% | +18.5% | -23.4% | -12.8% |
| 3Y | +38.2% | +77.6% | -39.4% | +2.5% |
| 5Y | +19.8% | +81.7% | -61.9% | -13.1% |
| 10Y | +91.9% | +319.7% | -227.7% | -5.2% |
| All | +102.5% | +573.8% | -471.3% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling