+226.0%
XLE vs GFI
+515.1%
-289.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | +0.5% | -5.1% | +5.6% | +0.7% |
| 30D | +6.6% | +13.4% | -6.9% | +5.9% |
| 3M | +12.3% | +36.2% | -24.0% | +10.5% |
| 6M | +18.4% | -9.8% | +28.2% | +18.8% |
| YTD | +47.2% | +7.7% | +39.6% | +45.4% |
| 1Y | +50.3% | +27.2% | +23.1% | +45.9% |
| 3Y | +55.3% | +300.3% | -245.0% | +33.7% |
| 5Y | +226.0% | +539.8% | -313.8% | +178.8% |
| All | +226.0% | +515.1% | -289.2% | +178.8% |
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