+207.0%
GLD vs USHY
+47.7%
+159.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -4.0% | -0.1% | -3.8% | -3.9% |
| 3M | -8.2% | -1.9% | -6.4% | -7.6% |
| 6M | -14.8% | -1.0% | -13.8% | -14.5% |
| YTD | -6.8% | +0.4% | -7.2% | -6.8% |
| 1Y | -2.4% | +1.4% | -3.8% | -2.7% |
| 3Y | +105.8% | +24.9% | +80.8% | +92.2% |
| 5Y | +113.3% | +19.3% | +94.0% | +99.7% |
| All | +207.0% | +47.7% | +159.3% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling