+149.9%
XLE vs GE
+386.1%
-236.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.5% |
| 7D | -12.0% | +7.1% | -19.1% | -13.1% |
| 30D | -2.7% | +6.5% | -9.2% | -4.0% |
| 3M | +6.6% | -13.6% | +20.1% | +9.4% |
| 6M | +9.5% | +6.0% | +3.5% | +7.0% |
| YTD | +40.6% | +5.4% | +35.2% | +35.9% |
| 1Y | +43.6% | +6.5% | +37.1% | +38.2% |
| 3Y | +58.1% | +268.6% | -210.5% | -1.7% |
| All | +149.9% | +386.1% | -236.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling