+421.8%
GS vs USHY
+50.7%
+371.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -0.1% | +1.1% | +1.2% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | -4.5% | +0.8% | -5.3% | -6.0% |
| 6M | +20.9% | +1.7% | +19.1% | +17.2% |
| YTD | +19.9% | +2.5% | +17.4% | +14.6% |
| 1Y | +41.4% | +4.4% | +37.0% | +30.0% |
| 3Y | +239.2% | +27.4% | +211.8% | +111.7% |
| 5Y | +185.0% | +21.7% | +163.3% | +100.7% |
| All | +421.8% | +50.7% | +371.1% | +143.0% |
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 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