+177.8%
XLE vs GFI
+1,066.8%
-889.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +1.7% | -4.9% | +6.5% | +1.9% |
| 30D | +6.7% | +10.7% | -4.0% | +6.3% |
| 3M | +14.9% | +25.6% | -10.8% | +13.7% |
| 6M | +15.9% | -8.3% | +24.2% | +15.9% |
| YTD | +47.7% | +6.3% | +41.4% | +46.4% |
| 1Y | +50.7% | +22.1% | +28.6% | +48.0% |
| 3Y | +57.9% | +289.2% | -231.3% | +44.9% |
| 5Y | +227.0% | +531.7% | -304.7% | +191.9% |
| All | +177.8% | +1,066.8% | -889.0% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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