+557.4%
GLD vs XOP
+67.7%
+489.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +4.9% | -10.0% | +15.0% | +5.5% |
| 30D | -1.3% | -9.1% | +7.8% | -0.9% |
| 3M | -4.8% | +5.1% | -9.8% | -5.1% |
| 6M | -12.5% | +6.4% | -18.9% | -13.0% |
| YTD | -4.2% | +39.7% | -44.0% | -6.3% |
| 1Y | +3.0% | +37.2% | -34.2% | +0.9% |
| 3Y | +109.1% | +37.6% | +71.5% | +103.9% |
| 5Y | +121.6% | +76.5% | +45.1% | +111.8% |
| 10Y | +212.2% | +42.6% | +169.6% | +198.7% |
| All | +557.4% | +67.7% | +489.7% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling