+177.8%
XLE vs GWRE
+131.0%
+46.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.7% | -13.2% | +14.9% | +3.9% |
| 30D | +6.7% | -18.6% | +25.3% | +9.5% |
| 3M | +14.9% | +18.9% | -4.0% | +9.6% |
| 6M | +15.9% | -11.0% | +26.8% | +15.3% |
| YTD | +47.7% | -29.9% | +77.6% | +53.1% |
| 1Y | +50.7% | -44.3% | +95.1% | +63.5% |
| 3Y | +57.9% | +51.7% | +6.2% | +31.1% |
| 5Y | +227.0% | +15.4% | +211.6% | +188.2% |
| All | +177.8% | +131.0% | +46.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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