+342.1%
GLW vs XLE
+217.6%
+124.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +3.8% | +2.2% | +1.6% | +3.1% |
| 30D | -1.3% | +11.8% | -13.1% | -4.6% |
| 3M | -21.8% | +9.8% | -31.6% | -24.1% |
| 6M | +6.9% | +15.6% | -8.7% | +1.0% |
| YTD | +77.2% | +45.3% | +31.9% | +53.6% |
| 1Y | +123.2% | +48.3% | +74.9% | +91.8% |
| 3Y | +400.0% | +55.4% | +344.6% | +317.5% |
| All | +342.1% | +217.6% | +124.5% | +179.8% |
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