+247.6%
XLE vs GM
+232.6%
+14.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.6% |
| 7D | +4.4% | -3.4% | +7.8% | +5.7% |
| 30D | -4.3% | +2.7% | -6.9% | -5.8% |
| 3M | +6.0% | -0.4% | +6.4% | +5.0% |
| 6M | +13.2% | +13.3% | -0.1% | +5.5% |
| YTD | +46.7% | +6.8% | +40.0% | +38.2% |
| 1Y | +46.6% | +21.1% | +25.5% | +30.9% |
| 3Y | +69.6% | +231.0% | -161.5% | -6.5% |
| 5Y | +166.5% | +41.9% | +124.6% | +103.6% |
| 10Y | +178.0% | +205.7% | -27.7% | +35.1% |
| All | +247.6% | +232.6% | +14.9% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling