+185.8%
GS vs XOP
+25.8%
+160.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -14.7% | +11.5% | +1.1% |
| 30D | -2.4% | -7.7% | +5.3% | -0.7% |
| 3M | -15.7% | +4.4% | -20.2% | -17.7% |
| 6M | -6.8% | +3.5% | -10.3% | -9.2% |
| YTD | -0.1% | +39.4% | -39.5% | -17.8% |
| 1Y | +12.1% | +39.8% | -27.7% | -8.2% |
| 3Y | +185.8% | +29.7% | +156.1% | +133.5% |
| All | +185.8% | +25.8% | +160.0% | +133.5% |
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