+10.3%
GLXY vs USHY
+8.3%
+2.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -5.1% |
| 7D | +4.5% | -0.1% | +4.7% | +6.2% |
| 30D | +28.8% | 0.0% | +28.9% | +30.5% |
| 3M | -23.0% | +0.8% | -23.9% | -27.9% |
| 6M | +17.0% | +1.9% | +15.1% | +2.1% |
| YTD | +12.5% | +2.3% | +10.2% | -1.4% |
| 1Y | -5.4% | +4.1% | -9.5% | -27.3% |
| All | +10.3% | +8.3% | +2.0% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling