+167.6%
XLE vs GFS
-2.1%
+169.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +0.3% | +4.5% | -4.2% | -0.1% |
| 30D | +8.5% | -8.2% | +16.7% | +9.4% |
| 3M | +14.6% | -38.9% | +53.5% | +19.9% |
| 6M | +17.6% | -2.9% | +20.4% | +15.0% |
| YTD | +48.1% | +31.8% | +16.3% | +38.1% |
| 1Y | +53.8% | +43.1% | +10.7% | +41.2% |
| 3Y | +56.2% | -20.6% | +76.9% | +51.3% |
| All | +167.6% | -2.1% | +169.7% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling