+440.7%
XLK vs GH
+467.1%
-26.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | +0.2% | -2.5% | +2.7% | +0.6% |
| 30D | -0.6% | -4.7% | +4.1% | 0.0% |
| 3M | +2.6% | +20.2% | -17.7% | -0.9% |
| 6M | +34.0% | +78.8% | -44.8% | +21.0% |
| YTD | +30.7% | +54.1% | -23.4% | +20.4% |
| 1Y | +39.2% | +177.1% | -137.9% | +15.8% |
| 3Y | +120.4% | +371.6% | -251.2% | +59.3% |
| 5Y | +148.8% | +21.9% | +126.9% | +109.0% |
| All | +440.7% | +467.1% | -26.5% | +251.9% |
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