+110.9%
XLP vs GH
+459.8%
-348.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | +2.3% | -11.2% | +13.6% | +2.7% |
| 30D | +9.1% | -7.2% | +16.3% | +9.3% |
| 3M | +7.9% | -7.1% | +15.0% | +8.0% |
| 6M | +9.6% | +62.3% | -52.7% | +7.1% |
| YTD | +19.4% | +52.1% | -32.7% | +16.8% |
| 1Y | +22.4% | +58.6% | -36.3% | +19.4% |
| 3Y | +43.2% | +619.9% | -576.7% | +27.8% |
| 5Y | +42.6% | +49.7% | -7.1% | +34.3% |
| All | +110.9% | +459.8% | -348.9% | +86.1% |
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