+226.0%
XLE vs GWRE
+14.4%
+211.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.5% | -30.9% | +31.4% | +2.8% |
| 30D | +6.6% | -20.7% | +27.3% | +7.9% |
| 3M | +12.3% | +20.2% | -7.9% | +9.9% |
| 6M | +18.4% | -11.9% | +30.2% | +18.3% |
| YTD | +47.2% | -30.3% | +77.5% | +49.8% |
| 1Y | +50.3% | -44.6% | +94.9% | +56.1% |
| 3Y | +55.3% | +48.8% | +6.5% | +43.9% |
| 5Y | +226.0% | +14.8% | +211.2% | +213.8% |
| All | +226.0% | +14.4% | +211.5% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling