+244.1%
XLE vs GM
+238.5%
+5.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.2% | +1.9% | +0.3% | +1.4% |
| 30D | +11.8% | -1.4% | +13.1% | +12.2% |
| 3M | +9.8% | +5.9% | +3.9% | +6.6% |
| 6M | +15.6% | +12.4% | +3.2% | +8.3% |
| YTD | +45.3% | +8.6% | +36.6% | +37.2% |
| 1Y | +48.3% | +52.6% | -4.3% | +20.7% |
| 3Y | +55.4% | +169.7% | -114.2% | -5.4% |
| 5Y | +216.1% | +87.5% | +128.5% | +113.1% |
| 10Y | +178.4% | +233.0% | -54.6% | +31.8% |
| All | +244.1% | +238.5% | +5.6% | +38.6% |
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