+53.8%
XLE vs GTLB
-3.3%
+57.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.8% |
| 7D | +0.3% | -6.6% | +6.9% | +0.2% |
| 30D | +8.5% | +13.7% | -5.2% | +8.7% |
| 3M | +14.6% | +52.9% | -38.3% | +15.5% |
| 6M | +17.6% | +88.5% | -70.9% | +18.5% |
| YTD | +48.1% | +23.4% | +24.6% | +48.5% |
| 1Y | +53.8% | -3.8% | +57.6% | +55.7% |
| All | +53.8% | -3.3% | +57.1% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling