+167.2%
XLE vs GD
+192.5%
-25.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -1.4% |
| 7D | -10.3% | -3.9% | -6.4% | -7.8% |
| 30D | -3.3% | +8.1% | -11.4% | -8.3% |
| 3M | +8.2% | -6.8% | +14.9% | +13.0% |
| 6M | +5.0% | +3.0% | +2.0% | +1.6% |
| YTD | +40.6% | +7.8% | +32.8% | +30.2% |
| 1Y | +45.0% | +5.8% | +39.2% | +35.9% |
| 3Y | +56.3% | +55.3% | +1.0% | +7.1% |
| 5Y | +152.2% | +96.7% | +55.6% | +41.0% |
| All | +167.2% | +192.5% | -25.2% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling