+162.5%
XLE vs GFS
-3.7%
+166.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +11.8% | -8.6% | +20.4% | +12.5% |
| 3M | +9.8% | -46.5% | +56.4% | +16.6% |
| 6M | +15.6% | -4.8% | +20.4% | +13.3% |
| YTD | +45.3% | +29.7% | +15.6% | +35.6% |
| 1Y | +48.3% | +35.8% | +12.5% | +37.1% |
| 3Y | +55.4% | -18.3% | +73.8% | +49.9% |
| All | +162.5% | -3.7% | +166.2% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling