+1.2%
HYG vs GTLB
+94.7%
-93.4%
-1.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -0.5% |
| 7D | -0.7% | -4.1% | +3.3% | -0.7% |
| 30D | -0.6% | +12.3% | -12.9% | -0.7% |
| 3M | +0.4% | +65.9% | -65.5% | -0.1% |
| 6M | +1.2% | +104.0% | -102.7% | +0.6% |
| All | +1.2% | +94.7% | -93.4% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling