+166.9%
XLE vs GWRE
+26.4%
+140.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +5.4% | -2.0% | +7.4% | +5.5% |
| 30D | -3.9% | -4.1% | +0.1% | -3.8% |
| 3M | +7.0% | -13.4% | +20.4% | +7.5% |
| 6M | +14.2% | +26.0% | -11.8% | +11.2% |
| YTD | +48.2% | -21.3% | +69.5% | +49.3% |
| 1Y | +47.7% | -27.5% | +75.2% | +49.9% |
| 3Y | +70.0% | +72.7% | -2.7% | +56.0% |
| All | +166.9% | +26.4% | +140.6% | +157.7% |
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