+35.4%
USHY vs GGLL
+309.0%
-273.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | 0.0% |
| 7D | -0.1% | -3.9% | +3.8% | 0.0% |
| 30D | 0.0% | -15.4% | +15.3% | +0.7% |
| 3M | +0.8% | -21.9% | +22.7% | +1.7% |
| 6M | +1.9% | +4.5% | -2.6% | +0.9% |
| YTD | +2.3% | -2.4% | +4.7% | +1.5% |
| 1Y | +4.1% | +57.8% | -53.6% | +0.4% |
| 3Y | +27.8% | +227.2% | -199.4% | +14.5% |
| All | +35.4% | +309.0% | -273.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling