+82.5%
XOP vs GAP
+126.2%
-43.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +2.6% | -4.5% | +7.0% | +4.0% |
| 30D | +15.4% | +9.0% | +6.4% | +11.7% |
| 3M | +12.1% | +5.0% | +7.1% | +9.0% |
| 6M | +19.7% | -17.8% | +37.5% | +23.3% |
| YTD | +52.4% | -10.4% | +62.8% | +51.9% |
| 1Y | +47.6% | -3.4% | +50.9% | +42.0% |
| 3Y | +34.4% | +111.5% | -77.1% | -14.0% |
| 5Y | +154.4% | +8.8% | +145.6% | +89.2% |
| 10Y | +54.7% | +32.9% | +21.8% | -13.9% |
| All | +82.5% | +126.2% | -43.7% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling