+1,024.7%
XLE vs GE
+304.9%
+719.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.2% | -1.6% | +3.8% | +2.8% |
| 30D | +11.8% | -11.6% | +23.3% | +17.1% |
| 3M | +9.8% | +3.0% | +6.8% | +7.4% |
| 6M | +15.6% | -0.5% | +16.1% | +12.6% |
| YTD | +45.3% | +9.7% | +35.5% | +35.1% |
| 1Y | +48.3% | +20.0% | +28.3% | +32.2% |
| 3Y | +55.4% | +275.8% | -220.4% | -18.1% |
| 5Y | +216.1% | +429.1% | -213.0% | +39.8% |
| 10Y | +178.4% | +151.2% | +27.2% | +52.4% |
| All | +1,024.7% | +304.9% | +719.8% | +336.7% |
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