+160.6%
XOP vs GAP
+6.6%
+154.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +1.3% |
| 7D | +1.0% | -3.2% | +4.1% | +1.5% |
| 30D | +10.8% | -0.7% | +11.5% | +10.7% |
| 3M | +19.5% | -0.5% | +19.9% | +18.9% |
| 6M | +21.6% | -5.0% | +26.6% | +20.8% |
| YTD | +55.8% | -14.7% | +70.5% | +57.2% |
| 1Y | +54.6% | -8.6% | +63.3% | +53.2% |
| 3Y | +36.6% | +108.4% | -71.7% | +7.3% |
| 5Y | +160.6% | +5.8% | +154.9% | +123.1% |
| All | +160.6% | +6.6% | +154.0% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling