+216.8%
GLDM vs USHY
+48.1%
+168.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -3.9% | +0.4% | -4.3% | -4.0% |
| 3M | -8.1% | -1.3% | -6.8% | -7.7% |
| 6M | -14.7% | -0.4% | -14.3% | -14.5% |
| YTD | -6.6% | +1.0% | -7.6% | -6.8% |
| 1Y | -2.1% | +2.0% | -4.1% | -2.6% |
| 3Y | +107.7% | +25.6% | +82.1% | +94.1% |
| 5Y | +116.5% | +20.0% | +96.5% | +102.5% |
| All | +216.8% | +48.1% | +168.7% | +180.4% |
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