+382.5%
GLW vs XOP
+156.8%
+225.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +7.2% |
| 7D | +14.0% | +0.6% | +13.4% | +13.9% |
| 30D | +0.4% | +16.5% | -16.2% | -3.4% |
| 3M | -11.3% | +15.7% | -27.1% | -14.7% |
| 6M | +35.1% | +19.2% | +15.9% | +27.1% |
| YTD | +90.5% | +55.0% | +35.6% | +64.7% |
| 1Y | +132.0% | +54.2% | +77.8% | +100.5% |
| 3Y | +463.3% | +35.9% | +427.4% | +394.9% |
| 5Y | +382.5% | +162.4% | +220.1% | +253.2% |
| All | +382.5% | +156.8% | +225.7% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling