+47.7%
XLE vs GFI
-13.2%
+60.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +5.4% | -8.7% | +14.1% | +4.7% |
| 30D | -3.9% | +0.6% | -4.5% | -3.7% |
| 3M | +7.0% | -7.5% | +14.5% | +7.0% |
| 6M | +14.2% | -18.3% | +32.5% | +14.3% |
| YTD | +48.2% | -13.8% | +62.0% | +47.9% |
| 1Y | +47.7% | -8.8% | +56.5% | +45.9% |
| All | +47.7% | -13.2% | +60.9% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling