+236.1%
XLE vs GM
+242.1%
-5.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -6.7% | +0.4% | -7.1% | -7.0% |
| 30D | -4.4% | +7.2% | -11.6% | -7.5% |
| 3M | +4.0% | +1.0% | +2.9% | +2.5% |
| 6M | +13.2% | +13.0% | +0.1% | +5.6% |
| YTD | +41.9% | +9.8% | +32.1% | +32.3% |
| 1Y | +41.6% | +25.9% | +15.7% | +24.6% |
| 3Y | +64.0% | +240.4% | -176.4% | -10.4% |
| 5Y | +158.1% | +56.1% | +102.0% | +88.8% |
| 10Y | +163.9% | +226.7% | -62.8% | +25.0% |
| All | +236.1% | +242.1% | -5.9% | +33.6% |
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