+151.7%
HYG vs GPN
+408.2%
-256.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.1% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | -0.2% | +35.8% | -36.0% | -4.8% |
| 6M | +1.4% | +22.0% | -20.6% | -2.1% |
| YTD | +1.5% | +15.2% | -13.8% | -1.6% |
| 1Y | +2.9% | +3.5% | -0.6% | +1.2% |
| 3Y | +25.6% | -26.9% | +52.6% | +28.2% |
| 5Y | +18.6% | -44.2% | +62.8% | +24.0% |
| 10Y | +55.7% | +27.3% | +28.4% | +37.5% |
| All | +151.7% | +408.2% | -256.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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