+1,021.9%
XLE vs GD
+2,236.7%
-1,214.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.2% | -3.4% |
| 7D | -7.2% | +3.0% | -10.2% | -8.6% |
| 30D | +0.1% | +10.5% | -10.4% | -5.0% |
| 3M | +9.2% | -5.0% | +14.1% | +11.8% |
| 6M | +8.4% | +5.5% | +2.9% | +4.5% |
| YTD | +44.9% | +10.3% | +34.5% | +35.6% |
| 1Y | +49.9% | +8.2% | +41.7% | +41.6% |
| 3Y | +61.1% | +59.0% | +2.1% | +22.8% |
| 5Y | +163.4% | +104.3% | +59.1% | +75.6% |
| 10Y | +181.4% | +202.4% | -21.1% | +55.3% |
| All | +1,021.9% | +2,236.7% | -1,214.8% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling