+89.0%
GHYG vs SPY
+609.6%
-520.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -0.8% | -1.1% | +0.3% | -0.5% |
| 3M | +0.1% | +3.9% | -3.7% | -1.1% |
| 6M | +1.6% | +13.6% | -12.0% | -2.4% |
| YTD | +0.7% | +12.7% | -11.9% | -3.0% |
| 1Y | +2.1% | +17.5% | -15.4% | -3.0% |
| 3Y | +27.0% | +76.9% | -49.9% | +5.2% |
| 5Y | +17.2% | +83.6% | -66.4% | -5.0% |
| 10Y | +54.0% | +320.7% | -266.7% | -2.0% |
| All | +89.0% | +609.6% | -520.6% | +11.8% |
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