+162.6%
XLE vs GFI
+324.6%
-162.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | -4.0% | +2.2% | -6.2% | -4.1% |
| 3M | +4.6% | -4.6% | +9.2% | +4.6% |
| 6M | +12.3% | -16.7% | +29.1% | +13.0% |
| YTD | +44.5% | -9.5% | +54.0% | +43.6% |
| 1Y | +42.4% | -6.8% | +49.2% | +41.0% |
| 3Y | +67.0% | +223.7% | -156.7% | +45.0% |
| All | +162.6% | +324.6% | -162.1% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling