+110.6%
XLP vs GH
+472.2%
-361.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.4% | +0.7% |
| 7D | +0.1% | -7.0% | +7.1% | +0.3% |
| 30D | +8.9% | -5.2% | +14.1% | +9.1% |
| 3M | +7.5% | -5.8% | +13.2% | +7.6% |
| 6M | +9.4% | +65.9% | -56.5% | +6.9% |
| YTD | +19.3% | +55.5% | -36.2% | +16.6% |
| 1Y | +21.7% | +64.2% | -42.4% | +18.6% |
| 3Y | +44.0% | +606.0% | -562.1% | +28.7% |
| 5Y | +42.8% | +47.3% | -4.5% | +34.7% |
| All | +110.6% | +472.2% | -361.7% | +85.7% |
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