+35.0%
XLB vs GH
+24.4%
+10.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | -3.4% | -2.6% | -0.7% | -3.2% |
| 3M | +1.6% | +25.1% | -23.5% | -0.8% |
| 6M | +3.6% | +78.5% | -74.8% | -2.6% |
| YTD | +14.2% | +59.4% | -45.1% | +8.3% |
| 1Y | +15.6% | +173.9% | -158.3% | +3.2% |
| 3Y | +33.1% | +382.7% | -349.6% | +8.5% |
| 5Y | +35.0% | +24.4% | +10.6% | +9.6% |
| All | +35.0% | +24.4% | +10.6% | +9.6% |
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