+150.0%
XLI vs GH
+480.1%
-330.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.0% | -2.1% | +3.1% | +1.2% |
| 30D | -5.8% | -4.5% | -1.4% | -5.5% |
| 3M | +0.7% | +28.9% | -28.2% | -2.0% |
| 6M | +3.2% | +76.5% | -73.3% | -2.9% |
| YTD | +13.0% | +57.6% | -44.6% | +7.3% |
| 1Y | +16.8% | +167.5% | -150.8% | +4.9% |
| 3Y | +72.4% | +377.4% | -305.0% | +41.7% |
| 5Y | +82.8% | +23.8% | +58.9% | +63.1% |
| All | +150.0% | +480.1% | -330.1% | +84.5% |
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