+254.6%
GLW vs XLE
+162.7%
+91.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.6% | +6.9% |
| 7D | +1.4% | -0.2% | +1.7% | +1.6% |
| 30D | -18.2% | -4.0% | -14.2% | -17.2% |
| 3M | -24.2% | +4.6% | -28.8% | -25.2% |
| 6M | -41.7% | +12.3% | -54.0% | -44.0% |
| YTD | +38.3% | +44.5% | -6.2% | +20.1% |
| 1Y | +38.2% | +42.4% | -4.2% | +20.6% |
| 3Y | +363.4% | +67.0% | +296.3% | +277.6% |
| 5Y | +254.6% | +161.9% | +92.6% | +142.7% |
| All | +254.6% | +162.7% | +91.8% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling