+11.0%
XLF vs GH
+65.4%
-54.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.3% |
| 7D | +1.0% | -17.2% | +18.2% | +2.2% |
| 30D | +6.5% | -10.1% | +16.6% | +7.1% |
| 3M | -0.5% | -6.0% | +5.5% | -0.5% |
| 6M | +12.2% | +71.4% | -59.1% | +4.8% |
| YTD | +6.3% | +50.2% | -43.9% | +0.4% |
| 1Y | +11.0% | +61.4% | -50.4% | +4.0% |
| All | +11.0% | +65.4% | -54.4% | +4.0% |
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