+139.3%
GS vs XOP
+76.5%
+62.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -14.7% | +11.5% | +1.4% |
| 30D | -2.4% | -7.7% | +5.3% | -0.4% |
| 3M | -15.7% | +4.4% | -20.2% | -17.5% |
| 6M | -6.8% | +3.5% | -10.3% | -9.0% |
| YTD | -0.1% | +39.4% | -39.5% | -14.2% |
| 1Y | +12.1% | +39.8% | -27.7% | -4.1% |
| 3Y | +185.8% | +29.7% | +156.1% | +147.1% |
| All | +139.3% | +76.5% | +62.8% | +82.7% |
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