+26.7%
HYG vs GD
+72.8%
-46.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -0.1% | -9.0% | +9.0% | +0.6% |
| 3M | +1.0% | +5.1% | -4.1% | +0.5% |
| 6M | +2.3% | -1.0% | +3.3% | +2.4% |
| YTD | +2.1% | +7.3% | -5.2% | +1.4% |
| 1Y | +3.8% | +12.4% | -8.7% | +2.5% |
| 3Y | +26.7% | +73.7% | -47.0% | +20.3% |
| All | +26.7% | +72.8% | -46.1% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling