+170.7%
XLE vs GE
+151.9%
+18.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +12.6% | -9.5% | +22.1% | +16.6% |
| 3M | +11.8% | +4.1% | +7.7% | +9.1% |
| 6M | +16.1% | +3.9% | +12.1% | +11.5% |
| YTD | +46.9% | +9.0% | +37.8% | +37.5% |
| 1Y | +53.3% | +21.9% | +31.3% | +36.3% |
| 3Y | +54.9% | +281.8% | -226.9% | -19.0% |
| 5Y | +225.7% | +436.7% | -211.0% | +41.7% |
| 10Y | +170.7% | +151.5% | +19.1% | +26.8% |
| All | +170.7% | +151.9% | +18.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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