+0.2%
GIS vs USHY
+50.4%
-50.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.6% | -0.1% | -8.5% | -8.5% |
| 30D | -0.5% | 0.0% | -0.4% | -0.4% |
| 3M | +11.9% | +0.8% | +11.0% | +11.4% |
| 6M | -11.6% | +1.9% | -13.5% | -12.5% |
| YTD | -16.3% | +2.3% | -18.6% | -17.3% |
| 1Y | -21.8% | +4.1% | -25.9% | -23.4% |
| 3Y | -35.7% | +27.8% | -63.4% | -43.5% |
| 5Y | -22.9% | +21.5% | -44.4% | -29.7% |
| All | +0.2% | +50.4% | -50.2% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling