+124.5%
GLD vs HIG
+99.1%
+25.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.8% |
| 7D | +0.7% | -1.1% | +1.8% | +0.7% |
| 30D | +0.3% | -4.9% | +5.2% | +0.1% |
| 3M | +0.6% | +6.8% | -6.2% | +0.8% |
| 6M | -15.6% | -1.7% | -13.9% | -15.5% |
| YTD | +0.9% | -0.2% | +1.1% | +1.0% |
| 1Y | +19.4% | +5.7% | +13.7% | +19.6% |
| 3Y | +124.5% | +100.3% | +24.2% | +120.2% |
| All | +124.5% | +99.1% | +25.4% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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