+9.1%
XLV vs GH
+73.4%
-64.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.4% |
| 7D | -4.4% | -1.2% | -3.1% | -4.3% |
| 30D | -1.4% | -3.7% | +2.3% | -1.2% |
| 3M | +8.9% | +21.7% | -12.8% | +6.3% |
| 6M | +9.1% | +75.7% | -66.7% | +1.8% |
| All | +9.1% | +73.4% | -64.3% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling