+128.2%
XLE vs GH
+459.8%
-331.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -6.7% | -11.2% | +4.5% | -6.0% |
| 30D | -4.4% | -7.2% | +2.8% | -4.0% |
| 3M | +4.0% | -7.1% | +11.1% | +4.3% |
| 6M | +13.2% | +62.3% | -49.2% | +8.8% |
| YTD | +41.9% | +52.1% | -10.2% | +36.5% |
| 1Y | +41.6% | +58.6% | -17.0% | +35.7% |
| 3Y | +64.0% | +619.9% | -555.9% | +35.3% |
| 5Y | +158.1% | +49.7% | +108.4% | +133.7% |
| All | +128.2% | +459.8% | -331.6% | +70.3% |
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