+604.6%
GLD vs XOP
+82.9%
+521.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | +4.4% | +15.4% | -11.1% | +3.6% |
| 3M | -1.1% | +12.1% | -13.2% | -1.8% |
| 6M | -13.8% | +19.7% | -33.5% | -14.8% |
| YTD | +2.6% | +52.4% | -49.8% | +0.1% |
| 1Y | +24.5% | +47.6% | -23.0% | +21.5% |
| 3Y | +125.8% | +34.4% | +91.5% | +120.7% |
| 5Y | +137.8% | +154.4% | -16.6% | +123.1% |
| 10Y | +221.4% | +54.7% | +166.7% | +206.3% |
| All | +604.6% | +82.9% | +521.7% | +459.0% |
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