+43.7%
XLP vs GH
+440.6%
-396.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | -0.8% |
| 7D | +3.5% | -17.2% | +20.7% | +3.5% |
| 30D | +11.6% | -10.1% | +21.7% | +11.5% |
| 3M | +7.6% | -6.0% | +13.6% | +7.6% |
| 6M | +10.0% | +71.4% | -61.4% | +9.3% |
| YTD | +19.7% | +50.2% | -30.5% | +19.0% |
| 1Y | +23.5% | +61.4% | -38.0% | +22.6% |
| All | +43.7% | +440.6% | -396.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling