+185.7%
GS vs XOP
+156.6%
+29.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.9% | +2.6% | -1.6% | +0.1% |
| 30D | -1.6% | +15.4% | -17.0% | -6.1% |
| 3M | -4.5% | +12.1% | -16.5% | -8.3% |
| 6M | +20.9% | +19.7% | +1.2% | +11.9% |
| YTD | +19.9% | +52.4% | -32.5% | +0.8% |
| 1Y | +41.4% | +47.6% | -6.1% | +19.9% |
| 3Y | +239.2% | +34.4% | +204.8% | +192.0% |
| All | +185.7% | +156.6% | +29.1% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling