+55.2%
HYG vs GD
+196.4%
-141.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -0.7% | -9.7% | +9.0% | +1.0% |
| 3M | -0.2% | -0.4% | +0.2% | -0.2% |
| 6M | +1.4% | +1.5% | -0.1% | +0.9% |
| YTD | +1.5% | +7.1% | -5.7% | -0.2% |
| 1Y | +2.9% | +9.9% | -7.0% | +0.7% |
| 3Y | +25.6% | +74.6% | -49.0% | +11.3% |
| 5Y | +18.6% | +96.1% | -77.5% | +1.9% |
| All | +55.2% | +196.4% | -141.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling