+225.7%
XLE vs GM
+84.0%
+141.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +12.6% | -1.8% | +14.5% | +13.0% |
| 3M | +11.8% | +2.6% | +9.2% | +10.8% |
| 6M | +16.1% | +14.6% | +1.5% | +11.4% |
| YTD | +46.9% | +6.2% | +40.7% | +43.2% |
| 1Y | +53.3% | +48.7% | +4.6% | +36.1% |
| 3Y | +54.9% | +168.3% | -113.4% | +13.4% |
| 5Y | +225.7% | +82.8% | +142.9% | +129.0% |
| All | +225.7% | +84.0% | +141.7% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling