+215.0%
GLD vs HYG
+56.1%
+159.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -1.5% | -0.7% | -0.8% | -1.3% |
| 3M | +3.2% | -0.2% | +3.4% | +3.3% |
| 6M | -16.3% | +1.4% | -17.7% | -16.6% |
| YTD | +0.6% | +1.5% | -0.8% | +0.2% |
| 1Y | +19.1% | +2.9% | +16.2% | +18.1% |
| 3Y | +123.5% | +25.6% | +97.9% | +108.8% |
| 5Y | +138.5% | +18.6% | +120.0% | +123.9% |
| All | +215.0% | +56.1% | +159.0% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling