+133.6%
XLE vs GH
+481.7%
-348.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | -1.1% | +12.9% | +11.8% |
| 3M | +9.8% | +21.3% | -11.5% | +8.1% |
| 6M | +15.6% | +73.5% | -57.9% | +10.5% |
| YTD | +45.3% | +58.0% | -12.8% | +39.5% |
| 1Y | +48.3% | +163.1% | -114.7% | +36.3% |
| 3Y | +55.4% | +361.0% | -305.6% | +33.1% |
| 5Y | +216.1% | +22.5% | +193.6% | +192.3% |
| All | +133.6% | +481.7% | -348.0% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling