+441.3%
XLK vs GH
+486.6%
-45.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.8% | -2.6% | +3.5% | +1.2% |
| 3M | +4.1% | +25.1% | -21.0% | 0.0% |
| 6M | +34.8% | +78.5% | -43.7% | +21.7% |
| YTD | +30.8% | +59.4% | -28.6% | +19.9% |
| 1Y | +42.4% | +173.9% | -131.5% | +18.6% |
| 3Y | +121.8% | +382.7% | -260.9% | +59.8% |
| 5Y | +146.6% | +24.4% | +122.2% | +106.5% |
| All | +441.3% | +486.6% | -45.3% | +250.4% |
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