+136.2%
XLE vs GH
+480.1%
-343.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +12.6% | -4.5% | +17.1% | +12.9% |
| 3M | +11.8% | +28.9% | -17.1% | +9.6% |
| 6M | +16.1% | +76.5% | -60.4% | +10.8% |
| YTD | +46.9% | +57.6% | -10.7% | +41.1% |
| 1Y | +53.3% | +167.5% | -114.3% | +40.7% |
| 3Y | +54.9% | +377.4% | -322.5% | +32.3% |
| 5Y | +225.7% | +23.8% | +201.9% | +200.8% |
| All | +136.2% | +480.1% | -343.9% | +76.1% |
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