+81.6%
XLF vs GH
+584.3%
-502.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.6% | -6.9% | +14.6% | +8.0% |
| 3M | +1.1% | -4.9% | +6.0% | +1.2% |
| 6M | +15.9% | +54.1% | -38.2% | +11.7% |
| YTD | +8.4% | +48.5% | -40.1% | +4.4% |
| 1Y | +12.5% | +61.2% | -48.7% | +7.7% |
| 3Y | +81.6% | +570.3% | -488.8% | +56.0% |
| All | +81.6% | +584.3% | -502.7% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling