+151.7%
HYG vs GIS
+134.9%
+16.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -6.4% | +5.7% | +0.1% |
| 30D | -0.7% | -6.1% | +5.4% | 0.0% |
| 3M | -0.2% | +7.8% | -8.0% | -1.4% |
| 6M | +1.4% | -8.8% | +10.2% | +2.3% |
| YTD | +1.5% | -19.1% | +20.6% | +3.8% |
| 1Y | +2.9% | -24.8% | +27.6% | +6.2% |
| 3Y | +25.6% | -37.6% | +63.2% | +32.2% |
| 5Y | +18.6% | -25.4% | +44.0% | +20.2% |
| 10Y | +55.7% | -19.6% | +75.3% | +53.7% |
| All | +151.7% | +134.9% | +16.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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