+229.4%
GLD vs USHY
+49.7%
+179.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.4% | -0.7% | -2.6% | -3.1% |
| 30D | -1.1% | -0.5% | -0.6% | -0.9% |
| 3M | +5.8% | +0.5% | +5.3% | +5.7% |
| 6M | -17.1% | +1.5% | -18.6% | -17.4% |
| YTD | 0.0% | +1.7% | -1.7% | -0.5% |
| 1Y | +18.2% | +3.5% | +14.7% | +17.0% |
| 3Y | +122.6% | +27.2% | +95.4% | +106.6% |
| 5Y | +137.1% | +21.0% | +116.1% | +120.7% |
| All | +229.4% | +49.7% | +179.7% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USHY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling