+3.2%
HYG vs GD
+12.4%
-9.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.7% | -3.2% | +2.4% | -0.6% |
| 30D | -0.6% | -9.6% | +9.0% | -0.2% |
| 3M | +0.4% | +4.3% | -3.9% | +0.2% |
| 6M | +1.2% | +0.5% | +0.7% | +1.3% |
| YTD | +1.5% | +6.6% | -5.1% | +1.0% |
| 1Y | +3.2% | +11.6% | -8.4% | +2.6% |
| All | +3.2% | +12.4% | -9.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling