+111.8%
XLB vs GH
+458.1%
-346.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +5.3% | -4.5% | +9.7% | +5.6% |
| 3M | 0.0% | -6.2% | +6.2% | +0.3% |
| 6M | +1.2% | +55.0% | -53.7% | -4.1% |
| YTD | +16.9% | +51.6% | -34.7% | +10.5% |
| 1Y | +20.9% | +58.3% | -37.4% | +13.6% |
| 3Y | +43.3% | +617.6% | -574.3% | +9.2% |
| 5Y | +28.3% | +49.2% | -20.9% | +10.3% |
| All | +111.8% | +458.1% | -346.2% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling