+141.0%
XLC vs GH
+458.1%
-317.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.1% | +0.9% | +2.2% | +3.0% |
| 30D | -4.2% | -4.5% | +0.3% | -3.8% |
| 3M | -2.1% | -6.2% | +4.1% | -1.8% |
| 6M | -6.6% | +55.0% | -61.6% | -12.4% |
| YTD | -7.8% | +51.6% | -59.4% | -13.8% |
| 1Y | -4.1% | +58.3% | -62.4% | -11.0% |
| 3Y | +62.6% | +617.6% | -555.0% | +16.7% |
| 5Y | +39.6% | +49.2% | -9.6% | +16.5% |
| All | +141.0% | +458.1% | -317.0% | +67.2% |
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