-37.6%
GIS vs USHY
+27.0%
-64.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -0.7% | -5.7% | -6.0% |
| 30D | -6.1% | -0.7% | -5.4% | -5.8% |
| 3M | +7.8% | +0.1% | +7.8% | +7.8% |
| 6M | -8.8% | +1.8% | -10.6% | -9.6% |
| YTD | -19.1% | +1.8% | -20.9% | -19.8% |
| 1Y | -24.8% | +3.3% | -28.0% | -26.0% |
| 3Y | -37.6% | +27.0% | -64.5% | -43.7% |
| All | -37.6% | +27.0% | -64.6% | -43.7% |
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