+94.7%
XLP vs GH
+481.7%
-387.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -0.9% | -1.1% | +0.2% | -0.9% |
| 3M | +3.8% | +21.3% | -17.5% | +2.9% |
| 6M | -1.7% | +73.5% | -75.3% | -4.2% |
| YTD | +10.3% | +58.0% | -47.8% | +7.8% |
| 1Y | +7.8% | +163.1% | -155.3% | +2.9% |
| 3Y | +27.2% | +361.0% | -333.8% | +16.2% |
| 5Y | +32.5% | +22.5% | +10.0% | +26.4% |
| All | +94.7% | +481.7% | -387.0% | +71.7% |
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 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