+218.2%
GLD vs XOP
+52.9%
+165.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.1% | +1.0% | -0.8% | +0.1% |
| 30D | +0.2% | +10.8% | -10.6% | +0.1% |
| 3M | +3.2% | +19.5% | -16.2% | +3.0% |
| 6M | -14.6% | +21.6% | -36.2% | -14.9% |
| YTD | +1.8% | +55.8% | -54.1% | +1.1% |
| 1Y | +20.7% | +54.6% | -33.9% | +19.9% |
| 3Y | +126.5% | +36.6% | +89.9% | +124.9% |
| 5Y | +140.0% | +160.6% | -20.6% | +139.7% |
| 10Y | +218.2% | +56.2% | +162.0% | +222.8% |
| All | +218.2% | +52.9% | +165.3% | +222.8% |
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