+493.9%
GLW vs XLE
+169.9%
+324.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | -12.0% | -1.9% | -8.9% |
| 30D | -35.0% | -2.7% | -32.2% | -34.3% |
| 3M | -32.4% | +6.6% | -38.9% | -34.6% |
| 6M | -41.3% | +9.5% | -50.9% | -44.3% |
| YTD | +21.8% | +40.6% | -18.7% | +1.6% |
| 1Y | +21.8% | +43.6% | -21.7% | +0.4% |
| 3Y | +307.7% | +58.1% | +249.6% | +216.3% |
| 5Y | +213.7% | +152.2% | +61.5% | +84.3% |
| All | +493.9% | +169.9% | +324.0% | +230.2% |
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