+244.0%
GLW vs USHY
+19.8%
+224.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | 0.0% |
| 7D | +15.5% | -0.3% | +15.8% | +16.4% |
| 30D | -19.6% | +0.3% | -19.8% | -19.9% |
| 3M | -28.5% | -1.7% | -26.8% | -25.6% |
| 6M | -39.5% | -0.4% | -39.1% | -38.5% |
| YTD | +37.2% | +0.7% | +36.5% | +37.6% |
| 1Y | +35.4% | +1.8% | +33.6% | +33.4% |
| 3Y | +359.7% | +25.3% | +334.4% | +223.3% |
| 5Y | +244.0% | +19.9% | +224.1% | +162.0% |
| All | +244.0% | +19.8% | +224.2% | +162.0% |
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