+55.2%
HYG vs GPC
+86.4%
-31.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -0.7% | +0.5% | -1.3% | -0.8% |
| 3M | -0.2% | +31.7% | -31.9% | -4.2% |
| 6M | +1.4% | +24.7% | -23.3% | -2.0% |
| YTD | +1.5% | +11.8% | -10.3% | -0.9% |
| 1Y | +2.9% | -3.0% | +5.9% | +2.6% |
| 3Y | +25.6% | -1.1% | +26.8% | +23.2% |
| 5Y | +18.6% | +30.5% | -11.9% | +10.2% |
| All | +55.2% | +86.4% | -31.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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