+64.0%
XLE vs GM
+242.2%
-178.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -4.4% | +7.2% | -11.6% | -5.2% |
| 3M | +4.0% | +1.0% | +2.9% | +3.7% |
| 6M | +13.2% | +13.0% | +0.1% | +10.8% |
| YTD | +41.9% | +9.8% | +32.1% | +39.2% |
| 1Y | +41.6% | +25.9% | +15.7% | +34.9% |
| 3Y | +64.0% | +240.4% | -176.4% | +28.8% |
| All | +64.0% | +242.2% | -178.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling