+171.3%
XLE vs GTLB
-50.8%
+222.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.9% |
| 7D | +0.3% | -6.6% | +6.9% | +0.6% |
| 30D | +8.5% | +13.7% | -5.2% | +7.8% |
| 3M | +14.6% | +52.9% | -38.3% | +12.3% |
| 6M | +17.6% | +88.5% | -70.9% | +13.7% |
| YTD | +48.1% | +23.4% | +24.6% | +45.9% |
| 1Y | +53.8% | -3.8% | +57.6% | +53.2% |
| 3Y | +56.2% | -11.5% | +67.7% | +53.9% |
| All | +171.3% | -50.8% | +222.2% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling