+30.5%
XEL vs GH
+21.3%
+9.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -1.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -2.9% | -3.7% | +0.8% | -2.8% |
| 3M | -2.7% | +21.7% | -24.4% | -3.2% |
| 6M | -6.5% | +75.7% | -82.3% | -8.0% |
| YTD | +3.6% | +55.7% | -52.1% | +2.3% |
| 1Y | +7.5% | +181.1% | -173.6% | +4.5% |
| 3Y | +46.3% | +371.6% | -325.3% | +38.8% |
| 5Y | +30.5% | +23.2% | +7.3% | +23.0% |
| All | +30.5% | +21.3% | +9.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling