+28.4%
XLY vs GH
+20.8%
+7.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -4.2% | -4.7% | +0.5% | -3.6% |
| 3M | -2.7% | +20.2% | -22.9% | -5.9% |
| 6M | -0.6% | +78.8% | -79.4% | -10.2% |
| YTD | -5.0% | +54.1% | -59.1% | -12.5% |
| 1Y | -4.1% | +177.1% | -181.2% | -20.6% |
| 3Y | +33.6% | +371.6% | -338.0% | -4.7% |
| All | +28.4% | +20.8% | +7.6% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling