+53.3%
XLE vs GH
+167.0%
-113.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.3% |
| 3M | +11.8% | +28.9% | -17.1% | +13.8% |
| 6M | +16.1% | +76.5% | -60.4% | +20.7% |
| YTD | +46.9% | +57.6% | -10.7% | +52.1% |
| 1Y | +53.3% | +167.5% | -114.3% | +63.2% |
| All | +53.3% | +167.0% | -113.7% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling