-10.9%
GTLB vs USHY
+27.0%
-37.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -5.7% | -0.7% | -5.0% | -3.3% |
| 30D | +15.1% | -0.7% | +15.8% | +18.2% |
| 3M | +65.5% | +0.1% | +65.4% | +65.4% |
| 6M | +102.9% | +1.8% | +101.1% | +89.1% |
| YTD | +25.2% | +1.8% | +23.4% | +16.8% |
| 1Y | -5.5% | +3.3% | -8.8% | -17.3% |
| 3Y | -10.9% | +27.0% | -37.9% | -60.4% |
| All | -10.9% | +27.0% | -37.9% | -60.4% |
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