+212.2%
GLD vs XOP
+47.9%
+164.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +4.9% | -10.0% | +15.0% | +5.0% |
| 30D | -1.3% | -9.1% | +7.8% | -1.3% |
| 3M | -4.8% | +5.1% | -9.8% | -4.8% |
| 6M | -12.5% | +6.4% | -18.9% | -12.6% |
| YTD | -4.2% | +39.7% | -44.0% | -4.8% |
| 1Y | +3.0% | +37.2% | -34.2% | +2.4% |
| 3Y | +109.1% | +37.6% | +71.5% | +107.6% |
| 5Y | +121.6% | +76.5% | +45.1% | +120.7% |
| 10Y | +212.2% | +42.6% | +169.6% | +216.4% |
| All | +212.2% | +47.9% | +164.3% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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