+151.5%
XLC vs GH
+467.1%
-315.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +0.5% | -2.5% | +3.0% | +0.8% |
| 30D | +2.1% | -4.7% | +6.8% | +2.6% |
| 3M | +0.7% | +20.2% | -19.5% | -2.0% |
| 6M | -3.2% | +78.8% | -82.0% | -10.8% |
| YTD | -3.8% | +54.1% | -57.9% | -10.0% |
| 1Y | -2.0% | +177.1% | -179.1% | -15.7% |
| 3Y | +71.4% | +371.6% | -300.3% | +30.8% |
| 5Y | +40.7% | +21.9% | +18.8% | +20.5% |
| All | +151.5% | +467.1% | -315.6% | +74.8% |
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