+37.6%
XLC vs GH
+24.4%
+13.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.9% | -2.6% | +1.8% | -0.7% |
| 3M | -0.3% | +25.1% | -25.4% | -3.3% |
| 6M | -5.2% | +78.5% | -83.7% | -12.3% |
| YTD | -5.3% | +59.4% | -64.7% | -11.5% |
| 1Y | -2.8% | +173.9% | -176.7% | -15.9% |
| 3Y | +71.2% | +382.7% | -311.5% | +31.1% |
| 5Y | +37.6% | +24.4% | +13.2% | +9.9% |
| All | +37.6% | +24.4% | +13.1% | +9.9% |
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