+108.7%
XLP vs GH
+443.7%
-335.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +0.7% | -15.6% | +16.4% | +1.3% |
| 30D | +10.3% | -10.4% | +20.6% | +10.6% |
| 3M | +6.5% | -4.3% | +10.8% | +6.5% |
| 6M | +8.4% | +63.5% | -55.2% | +5.9% |
| YTD | +18.2% | +47.7% | -29.5% | +15.7% |
| 1Y | +22.4% | +56.7% | -34.3% | +19.5% |
| 3Y | +41.9% | +443.9% | -402.0% | +28.4% |
| 5Y | +40.9% | +36.9% | +3.9% | +33.3% |
| All | +108.7% | +443.7% | -335.0% | +84.3% |
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