+1.7%
XEL vs GH
+80.5%
-78.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.2% |
| 7D | +4.3% | -7.7% | +12.0% | +4.2% |
| 30D | +12.6% | -10.0% | +22.6% | +12.6% |
| 3M | +4.4% | +5.5% | -1.1% | +4.3% |
| 6M | +0.7% | +84.9% | -84.2% | -0.8% |
| YTD | +11.5% | +65.0% | -53.5% | +9.2% |
| 1Y | +1.7% | +71.8% | -70.0% | -0.8% |
| All | +1.7% | +80.5% | -78.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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