-0.8%
HYG vs GGLL
-47.8%
+47.0%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | 0.0% |
| 7D | -0.4% | +7.7% | -8.0% | -0.5% |
| 30D | +0.7% | -30.2% | +30.9% | +1.2% |
| 3M | -2.1% | -31.3% | +29.2% | -1.6% |
| 6M | -0.8% | -52.1% | +51.3% | +0.8% |
| All | -0.8% | -47.8% | +47.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 6mo: compounded portfolio wealth divided by compounded GGLL 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…
6mo analysis · Full analysis span regression · 6 months rolling