+160.0%
XLE vs GTLB
-50.5%
+210.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -6.7% | -10.9% | +4.2% | -6.2% |
| 30D | -4.4% | -15.3% | +10.9% | -3.8% |
| 3M | +4.0% | +14.6% | -10.6% | +3.2% |
| 6M | +13.2% | +79.6% | -66.4% | +9.8% |
| YTD | +41.9% | +24.3% | +17.6% | +39.7% |
| 1Y | +41.6% | +1.0% | +40.6% | +40.8% |
| 3Y | +64.0% | +4.6% | +59.4% | +60.3% |
| 5Y | +158.1% | -63.7% | +221.8% | +149.4% |
| All | +160.0% | -50.5% | +210.5% | +148.8% |
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