+45.3%
XOP vs GAP
+10.4%
+34.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.0% | -14.4% | -5.7% |
| 7D | -10.5% | +8.0% | -18.5% | -9.9% |
| 30D | -4.3% | +2.7% | -7.0% | -3.9% |
| 3M | +4.7% | +16.0% | -11.3% | +5.8% |
| 6M | -0.1% | +2.0% | -2.1% | +1.3% |
| YTD | +43.8% | -4.4% | +48.3% | +46.2% |
| 1Y | +45.3% | +9.2% | +36.1% | +47.1% |
| All | +45.3% | +10.4% | +34.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling