+18.6%
HYG vs GPC
+29.3%
-10.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.7% | -1.8% | +1.0% | -0.6% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | +0.4% | +37.4% | -36.9% | -3.2% |
| 6M | +1.2% | +25.4% | -24.2% | -1.5% |
| YTD | +1.5% | +12.2% | -10.7% | -0.4% |
| 1Y | +3.2% | -0.3% | +3.5% | +2.7% |
| 3Y | +25.9% | -1.6% | +27.5% | +24.0% |
| 5Y | +18.6% | +31.0% | -12.4% | +10.5% |
| All | +18.6% | +29.3% | -10.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling