+713.1%
GS vs XOP
+67.7%
+645.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.1% |
| 7D | -6.3% | -12.7% | +6.4% | -0.8% |
| 30D | -3.1% | -7.6% | +4.5% | -0.2% |
| 3M | -17.7% | +5.8% | -23.5% | -20.5% |
| 6M | -4.6% | -2.7% | -1.8% | -5.2% |
| YTD | +0.3% | +39.7% | -39.4% | -17.0% |
| 1Y | +11.7% | +42.4% | -30.7% | -8.6% |
| 3Y | +183.6% | +26.4% | +157.1% | +141.7% |
| 5Y | +141.0% | +78.9% | +62.0% | +64.8% |
| 10Y | +507.4% | +52.1% | +455.3% | +274.8% |
| All | +713.1% | +67.7% | +645.4% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling