+58.1%
XLE vs GD
+55.3%
+2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.2% |
| 7D | -10.3% | -3.9% | -6.4% | -9.1% |
| 30D | -3.3% | +8.1% | -11.4% | -5.6% |
| 3M | +8.2% | -6.8% | +14.9% | +10.5% |
| 6M | +5.0% | +3.0% | +2.0% | +3.5% |
| YTD | +40.6% | +7.8% | +32.8% | +35.2% |
| 1Y | +45.0% | +5.8% | +39.2% | +40.5% |
| All | +58.1% | +55.3% | +2.8% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling