+410.2%
GLW vs XLE
+54.6%
+355.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.8% |
| 7D | +3.8% | +2.2% | +1.6% | +3.3% |
| 30D | -1.3% | +11.8% | -13.1% | -3.6% |
| 3M | -21.8% | +9.8% | -31.6% | -23.2% |
| 6M | +6.9% | +15.6% | -8.7% | +2.0% |
| YTD | +77.2% | +45.3% | +31.9% | +54.3% |
| 1Y | +123.2% | +48.3% | +74.9% | +92.4% |
| All | +410.2% | +54.6% | +355.7% | +321.2% |
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 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