+111.2%
XLB vs GH
+481.7%
-370.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -0.4% | -1.1% | +0.7% | -0.3% |
| 3M | +2.0% | +21.3% | -19.3% | -0.4% |
| 6M | +1.8% | +73.5% | -71.7% | -4.7% |
| YTD | +16.6% | +58.0% | -41.4% | +10.0% |
| 1Y | +16.9% | +163.1% | -146.1% | +3.7% |
| 3Y | +32.6% | +361.0% | -328.5% | +6.3% |
| 5Y | +35.6% | +22.5% | +13.1% | +19.3% |
| All | +111.2% | +481.7% | -370.4% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling