+196.2%
XLE vs GWRE
+793.8%
-597.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.8% | +8.9% | +2.4% |
| 7D | 0.0% | -25.6% | +25.6% | +4.5% |
| 30D | +12.6% | -12.2% | +24.9% | +14.3% |
| 3M | +11.8% | +17.7% | -5.9% | +7.0% |
| 6M | +16.1% | -11.3% | +27.4% | +15.7% |
| YTD | +46.9% | -25.5% | +72.4% | +50.4% |
| 1Y | +53.3% | -42.8% | +96.1% | +64.9% |
| 3Y | +54.9% | +59.0% | -4.1% | +30.8% |
| 5Y | +225.7% | +21.6% | +204.1% | +185.3% |
| 10Y | +170.7% | +139.2% | +31.5% | +100.6% |
| All | +196.2% | +793.8% | -597.6% | +96.8% |
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 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