+33.2%
USHY vs GGLL
+210.8%
-177.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -0.4% | +7.7% | -8.1% | -0.8% |
| 30D | +0.6% | -30.2% | +30.8% | +2.0% |
| 3M | -2.0% | -31.3% | +29.3% | -0.6% |
| 6M | -0.5% | -52.1% | +51.6% | +2.4% |
| YTD | +0.6% | -25.9% | +26.5% | +0.9% |
| 1Y | +2.1% | -8.5% | +10.6% | +1.1% |
| 3Y | +25.3% | +165.5% | -140.2% | +12.9% |
| All | +33.2% | +210.8% | -177.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling