+526.0%
GLW vs XLE
+181.7%
+344.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.7% |
| 7D | +7.7% | +5.4% | +2.3% | +5.3% |
| 30D | -18.8% | -3.9% | -14.9% | -17.4% |
| 3M | -27.7% | +7.0% | -34.8% | -30.1% |
| 6M | -44.4% | +14.2% | -58.6% | -48.2% |
| YTD | +31.3% | +48.2% | -16.9% | +6.9% |
| 1Y | +40.0% | +47.7% | -7.6% | +14.2% |
| 3Y | +339.2% | +70.0% | +269.2% | +229.7% |
| 5Y | +229.2% | +169.1% | +60.0% | +87.7% |
| All | +526.0% | +181.7% | +344.2% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling