+486.7%
GS vs XOP
+48.6%
+438.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -14.7% | +11.5% | +2.5% |
| 30D | -2.4% | -7.7% | +5.3% | +0.1% |
| 3M | -15.7% | +4.4% | -20.2% | -17.8% |
| 6M | -6.8% | +3.5% | -10.3% | -9.4% |
| YTD | -0.1% | +39.4% | -39.5% | -15.0% |
| 1Y | +12.1% | +39.8% | -27.7% | -5.0% |
| 3Y | +185.8% | +29.7% | +156.1% | +146.6% |
| 5Y | +140.1% | +78.6% | +61.5% | +74.1% |
| All | +486.7% | +48.6% | +438.1% | +265.3% |
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