+155.6%
GS vs USHY
+19.5%
+136.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.6% |
| 7D | +5.9% | -0.4% | +6.3% | +6.8% |
| 30D | +4.3% | +0.6% | +3.7% | +3.2% |
| 3M | -11.7% | -2.0% | -9.7% | -7.8% |
| 6M | -3.2% | -0.5% | -2.6% | -1.6% |
| YTD | +5.8% | +0.6% | +5.2% | +5.6% |
| 1Y | +16.0% | +2.1% | +13.9% | +12.6% |
| 3Y | +199.8% | +25.3% | +174.4% | +112.1% |
| All | +155.6% | +19.5% | +136.1% | +104.5% |
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