+157.1%
XLE vs GD
+103.0%
+54.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | -0.3% |
| 7D | -6.7% | -1.9% | -4.8% | -5.8% |
| 30D | -4.4% | +10.9% | -15.3% | -9.0% |
| 3M | +4.0% | -6.8% | +10.7% | +7.4% |
| 6M | +13.2% | +7.0% | +6.1% | +8.5% |
| YTD | +41.9% | +11.1% | +30.8% | +32.2% |
| 1Y | +41.6% | +7.0% | +34.6% | +34.7% |
| 3Y | +64.0% | +59.9% | +4.1% | +18.6% |
| All | +157.1% | +103.0% | +54.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling