+142.5%
GLD vs HIG
+124.5%
+18.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.3% |
| 3M | -1.1% | +9.1% | -10.2% | -0.9% |
| 6M | -13.8% | -1.8% | -12.0% | -13.7% |
| YTD | +2.6% | +1.8% | +0.9% | +2.8% |
| 1Y | +24.5% | +4.6% | +19.9% | +24.8% |
| 3Y | +125.8% | +101.6% | +24.2% | +127.1% |
| All | +142.5% | +124.5% | +18.1% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling