+2.8%
GLD vs HYG
+1.8%
+1.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +1.9% |
| 7D | -0.3% | -0.1% | -0.2% | -0.1% |
| 30D | -1.9% | +0.7% | -2.6% | -3.6% |
| 3M | -0.4% | -2.0% | +1.6% | +5.0% |
| 6M | -10.2% | -0.9% | -9.3% | -7.6% |
| YTD | -6.0% | +0.1% | -6.1% | -4.7% |
| 1Y | +2.8% | +1.6% | +1.2% | +1.9% |
| All | +2.8% | +1.8% | +1.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling