+198.9%
XLE vs GWRE
+844.6%
-645.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +5.4% | -2.0% | +7.4% | +5.7% |
| 30D | -3.9% | -4.1% | +0.1% | -3.6% |
| 3M | +7.0% | -13.4% | +20.4% | +8.3% |
| 6M | +14.2% | +26.0% | -11.8% | +6.8% |
| YTD | +48.2% | -21.3% | +69.5% | +49.5% |
| 1Y | +47.7% | -27.5% | +75.2% | +51.3% |
| 3Y | +70.0% | +72.7% | -2.7% | +40.8% |
| 5Y | +169.1% | +26.4% | +142.8% | +133.5% |
| 10Y | +180.7% | +169.3% | +11.4% | +102.7% |
| All | +198.9% | +844.6% | -645.7% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling