+111.9%
XLP vs GH
+457.8%
-345.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | -8.2% | +7.7% | -0.3% |
| 30D | +8.3% | -4.9% | +13.3% | +8.5% |
| 3M | +8.7% | -6.2% | +14.9% | +8.8% |
| 6M | +11.2% | +60.0% | -48.9% | +8.7% |
| YTD | +20.0% | +51.5% | -31.5% | +17.4% |
| 1Y | +21.3% | +58.4% | -37.1% | +18.4% |
| 3Y | +43.8% | +617.2% | -573.4% | +28.4% |
| 5Y | +43.3% | +47.0% | -3.7% | +35.1% |
| All | +111.9% | +457.8% | -345.9% | +87.0% |
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