+32.1%
GLW vs XLE
+41.9%
-9.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.7% | +9.4% |
| 7D | -5.9% | -7.9% | +2.0% | -8.0% |
| 30D | -26.0% | -4.8% | -21.2% | -26.6% |
| 3M | -29.9% | +8.4% | -38.2% | -26.9% |
| 6M | -37.8% | +12.7% | -50.4% | -33.9% |
| YTD | +33.1% | +41.3% | -8.2% | +34.6% |
| All | +32.1% | +41.9% | -9.9% | +34.9% |
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