+219.4%
GLDM vs USHY
+46.4%
+173.0%
-28.0%
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 | +4.7% | -0.3% | +4.9% | +4.8% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | -4.3% | -2.4% | -1.9% | -3.4% |
| 6M | -13.4% | -1.6% | -11.8% | -12.8% |
| YTD | -5.8% | -0.2% | -5.7% | -5.6% |
| 1Y | +2.1% | +1.2% | +0.8% | +1.8% |
| 3Y | +105.0% | +24.1% | +80.9% | +92.4% |
| 5Y | +122.5% | +18.1% | +104.4% | +109.1% |
| All | +219.4% | +46.4% | +173.0% | +183.8% |
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