+1,557.4%
GLW vs XLE
+1,022.5%
+534.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | +3.8% | +2.2% | +1.6% | +2.5% |
| 30D | -1.3% | +11.8% | -13.1% | -7.3% |
| 3M | -21.8% | +9.8% | -31.6% | -26.2% |
| 6M | +6.9% | +15.6% | -8.7% | -3.0% |
| YTD | +77.2% | +45.3% | +31.9% | +41.8% |
| 1Y | +123.2% | +48.3% | +74.9% | +76.2% |
| 3Y | +400.0% | +55.4% | +344.6% | +277.8% |
| 5Y | +342.8% | +216.1% | +126.7% | +115.7% |
| 10Y | +771.4% | +178.4% | +593.0% | +321.9% |
| All | +1,557.4% | +1,022.5% | +534.9% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling