+174.3%
XLE vs GD
+190.3%
-16.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.3% |
| 7D | +2.2% | -5.3% | +7.5% | +5.9% |
| 30D | +11.8% | -6.4% | +18.2% | +16.7% |
| 3M | +9.8% | +5.7% | +4.1% | +4.8% |
| 6M | +15.6% | -0.9% | +16.5% | +14.5% |
| YTD | +45.3% | +8.2% | +37.1% | +34.5% |
| 1Y | +48.3% | +13.4% | +34.9% | +32.1% |
| 3Y | +55.4% | +68.5% | -13.1% | -0.3% |
| 5Y | +216.1% | +97.2% | +118.9% | +76.5% |
| All | +174.3% | +190.3% | -16.1% | +15.6% |
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