+33.4%
USHY vs GGLL
+217.5%
-184.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -0.3% | +11.5% | -11.8% | -0.8% |
| 30D | +0.3% | -31.2% | +31.5% | +1.8% |
| 3M | -1.7% | -28.7% | +27.0% | -0.5% |
| 6M | -0.4% | -47.2% | +46.8% | +2.0% |
| YTD | +0.7% | -24.3% | +25.0% | +0.9% |
| 1Y | +1.8% | -12.0% | +13.8% | +1.0% |
| 3Y | +25.3% | +169.6% | -144.3% | +12.8% |
| All | +33.4% | +217.5% | -184.1% | +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