+19.7%
GS vs XOP
+45.9%
-26.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.4% | +9.9% | +2.1% |
| 7D | +0.3% | -10.5% | +10.8% | -1.9% |
| 30D | +3.9% | -4.3% | +8.2% | +3.0% |
| 3M | -11.4% | +4.7% | -16.1% | -10.1% |
| 6M | +3.7% | -0.1% | +3.8% | +4.4% |
| YTD | +7.1% | +43.8% | -36.7% | +8.3% |
| 1Y | +19.7% | +45.3% | -25.6% | +20.2% |
| All | +19.7% | +45.9% | -26.2% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling