+169.1%
XLE vs GTLB
-50.0%
+219.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.3% |
| 7D | 0.0% | +4.6% | -4.6% | -0.2% |
| 30D | +12.6% | +21.0% | -8.3% | +11.6% |
| 3M | +11.8% | +51.7% | -39.9% | +9.6% |
| 6M | +16.1% | +89.3% | -73.2% | +12.3% |
| YTD | +46.9% | +25.6% | +21.2% | +44.6% |
| 1Y | +53.3% | -1.5% | +54.8% | +52.5% |
| 3Y | +54.9% | -9.9% | +64.9% | +52.5% |
| All | +169.1% | -50.0% | +219.1% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling