+1.2%
HYG vs GFI
+5.1%
-3.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -0.4% | +7.7% | -8.1% | -0.6% |
| 30D | 0.0% | +4.6% | -4.6% | -0.1% |
| 3M | -2.3% | +3.8% | -6.0% | -2.4% |
| 6M | -1.3% | -7.3% | +6.0% | -1.3% |
| YTD | -0.3% | -8.8% | +8.6% | -0.4% |
| 1Y | +1.2% | +4.3% | -3.1% | +0.6% |
| All | +1.2% | +5.1% | -3.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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