+52.2%
XLE vs GLXY
-40.0%
+92.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.4% |
| 7D | -6.7% | -16.2% | +9.5% | -6.9% |
| 30D | -4.4% | -30.6% | +26.2% | -4.7% |
| 3M | +4.0% | -27.7% | +31.7% | +3.6% |
| 6M | +13.2% | -53.3% | +66.5% | +12.4% |
| YTD | +41.9% | -36.9% | +78.8% | +40.5% |
| 1Y | +41.6% | -55.6% | +97.3% | +40.2% |
| All | +52.2% | -40.0% | +92.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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