+59.3%
XLF vs GH
+45.9%
+13.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.6% | -6.9% | +14.6% | +8.2% |
| 3M | +1.1% | -4.9% | +6.0% | +1.2% |
| 6M | +15.9% | +54.1% | -38.2% | +10.6% |
| YTD | +8.4% | +48.5% | -40.1% | +3.4% |
| 1Y | +12.5% | +61.2% | -48.7% | +6.5% |
| 3Y | +81.6% | +570.3% | -488.8% | +44.7% |
| All | +59.3% | +45.9% | +13.3% | +36.0% |
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 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