+238.0%
GLD vs USHY
+50.7%
+187.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +0.8% | -1.9% | -1.4% |
| 6M | -13.8% | +1.7% | -15.5% | -14.3% |
| YTD | +2.6% | +2.5% | +0.2% | +1.8% |
| 1Y | +24.5% | +4.4% | +20.1% | +22.8% |
| 3Y | +125.8% | +27.4% | +98.5% | +109.4% |
| 5Y | +137.8% | +21.7% | +116.1% | +120.8% |
| All | +238.0% | +50.7% | +187.3% | +199.6% |
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