+722.8%
GLD vs HIG
+249.5%
+473.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.0% | -0.7% | -1.3% | -2.0% |
| 30D | -4.4% | +5.4% | -9.8% | -4.4% |
| 3M | -8.9% | -0.9% | -8.0% | -8.9% |
| 6M | -16.0% | +4.8% | -20.8% | -16.0% |
| YTD | -7.9% | +0.9% | -8.7% | -7.9% |
| 1Y | -3.9% | +6.5% | -10.3% | -3.9% |
| 3Y | +103.4% | +95.7% | +7.7% | +103.1% |
| 5Y | +109.7% | +107.1% | +2.6% | +109.4% |
| 10Y | +211.8% | +262.6% | -50.8% | +210.6% |
| All | +722.8% | +249.5% | +473.3% | +681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling