+166.2%
XLE vs GTLB
-47.1%
+213.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -0.9% |
| 7D | +2.2% | +11.1% | -8.9% | +1.7% |
| 30D | +11.8% | +37.8% | -26.0% | +10.1% |
| 3M | +9.8% | +61.6% | -51.8% | +7.3% |
| 6M | +15.6% | +98.9% | -83.3% | +11.6% |
| YTD | +45.3% | +32.8% | +12.5% | +42.7% |
| 1Y | +48.3% | +14.7% | +33.7% | +46.5% |
| 3Y | +55.4% | +1.3% | +54.1% | +52.2% |
| All | +166.2% | -47.1% | +213.3% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling