+19.1%
HYG vs GFS
0.0%
+19.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -0.7% | +3.8% | -4.6% | -0.9% |
| 30D | -0.7% | -11.7% | +11.0% | 0.0% |
| 3M | -0.2% | -41.8% | +41.6% | +3.0% |
| 6M | +1.4% | +6.6% | -5.2% | -0.1% |
| YTD | +1.5% | +34.6% | -33.2% | -2.1% |
| 1Y | +2.9% | +46.2% | -43.3% | -1.5% |
| 3Y | +25.6% | -20.3% | +46.0% | +24.5% |
| All | +19.1% | 0.0% | +19.1% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling