+19.1%
HYG vs GFS
-2.1%
+21.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | +3.2% | -4.0% | -0.9% |
| 30D | -0.6% | -9.6% | +9.0% | 0.0% |
| 3M | +0.4% | -38.5% | +38.9% | +3.2% |
| 6M | +1.2% | -1.3% | +2.5% | +0.2% |
| YTD | +1.5% | +31.8% | -30.3% | -2.0% |
| 1Y | +3.2% | +44.6% | -41.4% | -1.2% |
| 3Y | +25.9% | -20.6% | +46.5% | +24.7% |
| All | +19.1% | -2.1% | +21.2% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling