+176.9%
XLE vs GM
+242.0%
-65.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.6% |
| 7D | +0.5% | -1.1% | +1.5% | +0.8% |
| 30D | +6.6% | -3.4% | +10.0% | +7.8% |
| 3M | +12.3% | +8.7% | +3.6% | +8.0% |
| 6M | +18.4% | +15.4% | +3.0% | +9.8% |
| YTD | +47.2% | +6.6% | +40.6% | +40.1% |
| 1Y | +50.3% | +51.5% | -1.2% | +22.5% |
| 3Y | +55.3% | +169.3% | -114.0% | -6.5% |
| 5Y | +226.0% | +81.6% | +144.4% | +121.6% |
| All | +176.9% | +242.0% | -65.1% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling