+135.9%
XLF vs GH
+480.1%
-344.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | -0.5% | -4.5% | +3.9% | -0.2% |
| 3M | +10.6% | +28.9% | -18.3% | +7.7% |
| 6M | +14.3% | +76.5% | -62.2% | +7.5% |
| YTD | +5.5% | +57.6% | -52.1% | +0.2% |
| 1Y | +9.6% | +167.5% | -158.0% | -1.6% |
| 3Y | +75.2% | +377.4% | -302.2% | +43.7% |
| 5Y | +65.5% | +23.8% | +41.7% | +47.4% |
| All | +135.9% | +480.1% | -344.2% | +80.2% |
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