+1,024.7%
XLE vs GFI
+2,381.4%
-1,356.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +2.2% | +3.1% | -0.9% | +1.8% |
| 30D | +11.8% | +27.1% | -15.3% | +8.9% |
| 3M | +9.8% | +21.2% | -11.3% | +7.1% |
| 6M | +15.6% | -4.5% | +20.1% | +14.7% |
| YTD | +45.3% | +11.7% | +33.5% | +41.0% |
| 1Y | +48.3% | +46.0% | +2.3% | +39.1% |
| 3Y | +55.4% | +309.6% | -254.1% | +27.1% |
| 5Y | +216.1% | +506.0% | -289.9% | +140.6% |
| 10Y | +178.4% | +1,009.2% | -830.8% | +79.8% |
| All | +1,024.7% | +2,381.4% | -1,356.7% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling