+104.5%
XLB vs GH
+473.1%
-368.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | -4.7% | -3.7% | -1.0% | -4.3% |
| 3M | +2.7% | +21.7% | -19.0% | +0.3% |
| 6M | +2.6% | +75.7% | -73.1% | -4.1% |
| YTD | +12.8% | +55.7% | -42.9% | +6.6% |
| 1Y | +14.0% | +181.1% | -167.2% | +0.3% |
| 3Y | +31.5% | +371.6% | -340.1% | +5.2% |
| 5Y | +33.4% | +23.2% | +10.2% | +17.3% |
| All | +104.5% | +473.1% | -368.6% | +49.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling