+167.2%
XLE vs GD
+190.6%
-23.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -12.0% | -5.0% | -7.0% | -8.9% |
| 30D | -2.7% | +8.9% | -11.7% | -8.2% |
| 3M | +6.6% | -8.0% | +14.6% | +12.4% |
| 6M | +9.5% | +2.9% | +6.6% | +6.0% |
| YTD | +40.6% | +7.1% | +33.5% | +30.8% |
| 1Y | +43.6% | +5.9% | +37.7% | +34.4% |
| 3Y | +58.1% | +53.9% | +4.2% | +9.0% |
| 5Y | +152.2% | +95.4% | +56.8% | +41.6% |
| All | +167.2% | +190.6% | -23.4% | +23.2% |
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