+163.9%
XLE vs GE
+165.1%
-1.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.8% |
| 7D | -7.9% | +6.3% | -14.2% | -10.0% |
| 30D | -4.8% | +8.9% | -13.7% | -8.1% |
| 3M | +8.4% | -9.2% | +17.6% | +11.4% |
| 6M | +12.7% | +13.2% | -0.6% | +5.4% |
| YTD | +41.3% | +9.4% | +31.9% | +31.4% |
| 1Y | +42.3% | +9.8% | +32.5% | +31.7% |
| 3Y | +65.1% | +278.2% | -213.1% | -13.3% |
| 5Y | +150.2% | +396.0% | -245.8% | +12.5% |
| 10Y | +163.9% | +162.4% | +1.6% | +16.1% |
| All | +163.9% | +165.1% | -1.2% | +16.1% |
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