+55.2%
HYG vs GILD
+163.6%
-108.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | -0.7% | +5.8% | -6.5% | -1.2% |
| 3M | -0.2% | +14.9% | -15.1% | -1.5% |
| 6M | +1.4% | -0.4% | +1.8% | +1.3% |
| YTD | +1.5% | +18.5% | -17.1% | -0.3% |
| 1Y | +2.9% | +25.1% | -22.2% | +0.6% |
| 3Y | +25.6% | +105.9% | -80.3% | +16.5% |
| 5Y | +18.6% | +143.0% | -124.4% | +7.5% |
| All | +55.2% | +163.6% | -108.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 10y: compounded portfolio wealth divided by compounded GILD 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…
10y analysis · Full analysis span regression · 6 months rolling