+166.9%
XLE vs GFI
+300.1%
-133.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +5.4% | -8.7% | +14.1% | +5.7% |
| 30D | -3.9% | +0.6% | -4.5% | -4.0% |
| 3M | +7.0% | -7.5% | +14.5% | +7.1% |
| 6M | +14.2% | -18.3% | +32.5% | +14.9% |
| YTD | +48.2% | -13.8% | +62.0% | +47.4% |
| 1Y | +47.7% | -8.8% | +56.5% | +46.2% |
| 3Y | +70.0% | +215.8% | -145.8% | +47.5% |
| All | +166.9% | +300.1% | -133.1% | +126.3% |
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