+618.8%
GWW vs USHY
+50.4%
+568.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | -0.5% | -0.1% | -0.3% | -0.2% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -3.6% | +0.8% | -4.5% | -5.0% |
| 6M | +15.1% | +1.9% | +13.2% | +11.6% |
| YTD | +27.5% | +2.3% | +25.2% | +23.0% |
| 1Y | +29.6% | +4.1% | +25.5% | +21.4% |
| 3Y | +90.1% | +27.8% | +62.3% | +28.9% |
| 5Y | +222.6% | +21.5% | +201.1% | +142.3% |
| All | +618.8% | +50.4% | +568.4% | +286.1% |
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