+49.9%
XLE vs GM
+37.1%
+12.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.6% | -9.4% | -4.1% |
| 7D | -7.2% | +12.1% | -19.3% | -5.9% |
| 30D | +0.1% | +15.2% | -15.1% | +2.0% |
| 3M | +9.2% | +4.9% | +4.3% | +10.1% |
| 6M | +8.4% | +22.6% | -14.3% | +11.4% |
| YTD | +44.9% | +14.4% | +30.5% | +49.7% |
| 1Y | +49.9% | +39.4% | +10.4% | +50.4% |
| All | +49.9% | +37.1% | +12.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling