+186.8%
GS vs XOP
+26.0%
+160.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.6% |
| 7D | -6.3% | -12.7% | +6.4% | -2.9% |
| 30D | -3.1% | -7.6% | +4.5% | -1.4% |
| 3M | -17.7% | +5.8% | -23.5% | -19.9% |
| 6M | -4.6% | -2.7% | -1.8% | -4.9% |
| YTD | +0.3% | +39.7% | -39.4% | -17.5% |
| 1Y | +11.7% | +42.4% | -30.7% | -9.5% |
| All | +186.8% | +26.0% | +160.8% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling