+147.0%
XLI vs GH
+467.1%
-320.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.7% | -2.5% | +0.8% | -1.4% |
| 30D | -7.3% | -4.7% | -2.6% | -6.9% |
| 3M | -1.3% | +20.2% | -21.6% | -3.3% |
| 6M | +2.2% | +78.8% | -76.5% | -3.9% |
| YTD | +11.7% | +54.1% | -42.4% | +6.3% |
| 1Y | +14.3% | +177.1% | -162.8% | +2.3% |
| 3Y | +70.3% | +371.6% | -301.3% | +40.2% |
| 5Y | +82.3% | +21.9% | +60.4% | +62.9% |
| All | +147.0% | +467.1% | -320.1% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling