+643.2%
GEV vs XLE
+50.6%
+592.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | -1.9% | +12.6% | -14.6% | -6.6% |
| 3M | +4.1% | +11.8% | -7.8% | -0.8% |
| 6M | +23.2% | +16.1% | +7.1% | +13.4% |
| YTD | +48.9% | +46.9% | +2.0% | +16.8% |
| 1Y | +62.2% | +53.3% | +8.9% | +22.7% |
| All | +643.2% | +50.6% | +592.5% | +475.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling