+138.9%
GLD vs USHY
+21.9%
+117.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.6% | +1.2% | -0.5% | 0.0% |
| 6M | -15.6% | +2.6% | -18.2% | -16.6% |
| YTD | +0.9% | +2.4% | -1.6% | -0.3% |
| 1Y | +19.4% | +4.2% | +15.1% | +17.1% |
| 3Y | +124.5% | +28.0% | +96.4% | +100.6% |
| 5Y | +138.9% | +21.8% | +117.1% | +110.9% |
| All | +138.9% | +21.9% | +117.1% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling