+195.4%
GLD vs USHY
+48.0%
+147.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -5.5% | +0.6% | -6.1% | -5.7% |
| 3M | -10.9% | -2.0% | -8.9% | -10.2% |
| 6M | -17.4% | -0.5% | -16.9% | -17.2% |
| YTD | -10.3% | +0.6% | -10.9% | -10.4% |
| 1Y | -7.2% | +2.1% | -9.3% | -7.7% |
| 3Y | +96.9% | +25.3% | +71.6% | +83.8% |
| 5Y | +103.8% | +19.7% | +84.0% | +90.5% |
| All | +195.4% | +48.0% | +147.4% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling