+49.9%
XLE vs GD
+9.0%
+40.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.2% | -4.4% |
| 7D | -7.2% | +3.0% | -10.2% | -7.4% |
| 30D | +0.1% | +10.5% | -10.4% | -0.9% |
| 3M | +9.2% | -5.0% | +14.1% | +9.6% |
| 6M | +8.4% | +5.5% | +2.9% | +7.6% |
| YTD | +44.9% | +10.3% | +34.5% | +39.9% |
| 1Y | +49.9% | +8.2% | +41.7% | +45.5% |
| All | +49.9% | +9.0% | +40.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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