+18.8%
HYG vs GTLB
-50.1%
+68.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.7% | -5.7% | +5.0% | -0.5% |
| 30D | -0.7% | +15.1% | -15.9% | -1.4% |
| 3M | -0.2% | +65.5% | -65.7% | -2.5% |
| 6M | +1.4% | +102.9% | -101.5% | -2.1% |
| YTD | +1.5% | +25.2% | -23.8% | 0.0% |
| 1Y | +2.9% | -5.5% | +8.4% | +2.5% |
| 3Y | +25.6% | -10.9% | +36.5% | +23.6% |
| All | +18.8% | -50.1% | +68.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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