+38.7%
GEV vs XLE
+40.8%
-2.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -3.8% |
| 7D | -13.2% | -6.7% | -6.5% | -14.2% |
| 30D | -20.6% | -4.4% | -16.2% | -21.0% |
| 3M | -19.5% | +4.0% | -23.5% | -17.9% |
| 6M | -23.3% | +13.2% | -36.5% | -19.4% |
| YTD | +22.2% | +41.9% | -19.6% | +33.2% |
| All | +38.7% | +40.8% | -2.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling