+495.9%
GLD vs HYG
+153.4%
+342.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | +0.6% | +1.0% | -0.4% | +0.5% |
| 6M | -15.6% | +2.3% | -17.9% | -15.7% |
| YTD | +0.9% | +2.1% | -1.3% | +0.7% |
| 1Y | +19.4% | +3.8% | +15.6% | +19.1% |
| 3Y | +124.5% | +26.7% | +97.8% | +121.3% |
| 5Y | +138.9% | +19.3% | +119.7% | +135.2% |
| 10Y | +213.3% | +55.3% | +158.0% | +208.5% |
| All | +495.9% | +153.4% | +342.5% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling