+988.3%
XLE vs GE
+288.8%
+699.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | -12.0% | +7.1% | -19.1% | -14.6% |
| 30D | -2.7% | +6.5% | -9.2% | -5.6% |
| 3M | +6.6% | -13.6% | +20.1% | +11.9% |
| 6M | +9.5% | +6.0% | +3.5% | +4.7% |
| YTD | +40.6% | +5.4% | +35.2% | +31.9% |
| 1Y | +43.6% | +6.5% | +37.1% | +33.8% |
| 3Y | +58.1% | +268.6% | -210.5% | -16.4% |
| 5Y | +152.2% | +389.0% | -236.9% | +14.5% |
| 10Y | +172.9% | +163.3% | +9.6% | +45.3% |
| All | +988.3% | +288.8% | +699.5% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling