-55.4%
GTLB vs USHY
+22.2%
-77.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.0% |
| 7D | -6.6% | -0.1% | -6.4% | -6.0% |
| 30D | +13.7% | 0.0% | +13.8% | +14.0% |
| 3M | +52.9% | +0.8% | +52.1% | +48.1% |
| 6M | +88.5% | +1.9% | +86.6% | +74.4% |
| YTD | +23.4% | +2.3% | +21.2% | +12.8% |
| 1Y | -3.8% | +4.1% | -8.0% | -18.8% |
| 3Y | -11.5% | +27.8% | -39.3% | -66.2% |
| All | -55.4% | +22.2% | -77.6% | -71.6% |
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