+199.0%
GS vs XOP
+37.1%
+161.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +1.6% | -8.4% | +9.9% | +4.0% |
| 30D | +1.7% | -8.4% | +10.0% | +3.8% |
| 3M | -11.6% | +0.2% | -11.8% | -12.4% |
| 6M | -1.9% | +7.2% | -9.1% | -5.6% |
| YTD | +5.1% | +40.8% | -35.8% | -13.9% |
| 1Y | +16.4% | +36.3% | -19.9% | -3.2% |
| 3Y | +199.0% | +37.2% | +161.8% | +137.0% |
| All | +199.0% | +37.1% | +161.8% | +137.0% |
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