+1.2%
HYG vs GWRE
-24.6%
+25.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -0.4% | +4.5% | -4.9% | -0.4% |
| 30D | 0.0% | +1.7% | -1.7% | 0.0% |
| 3M | -2.3% | +4.4% | -6.7% | -2.3% |
| 6M | -1.3% | +19.5% | -20.9% | -1.4% |
| YTD | -0.3% | -16.7% | +16.5% | +0.3% |
| 1Y | +1.2% | -24.0% | +25.2% | +2.3% |
| All | +1.2% | -24.6% | +25.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling