+149.9%
XLE vs GH
+35.8%
+114.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -12.0% | -15.6% | +3.6% | -11.4% |
| 30D | -2.7% | -10.4% | +7.6% | -2.3% |
| 3M | +6.6% | -4.3% | +10.8% | +6.7% |
| 6M | +9.5% | +63.5% | -54.0% | +6.7% |
| YTD | +40.6% | +47.7% | -7.2% | +37.2% |
| 1Y | +43.6% | +56.7% | -13.2% | +39.6% |
| 3Y | +58.1% | +443.9% | -385.8% | +40.5% |
| All | +149.9% | +35.8% | +114.1% | +128.1% |
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 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