+45.6%
XEL vs GH
+363.0%
-317.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.1% |
| 7D | -0.3% | -2.5% | +2.2% | -0.2% |
| 30D | -3.9% | -4.7% | +0.7% | -3.8% |
| 3M | -2.8% | +20.2% | -23.0% | -3.4% |
| 6M | -5.4% | +78.8% | -84.2% | -7.1% |
| YTD | +3.8% | +54.1% | -50.3% | +2.2% |
| 1Y | +6.8% | +177.1% | -170.2% | +3.4% |
| 3Y | +45.6% | +371.6% | -326.0% | +34.5% |
| All | +45.6% | +363.0% | -317.4% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling