+77.6%
XOP vs GAP
+114.0%
-36.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.2% |
| 7D | +6.3% | -1.9% | +8.3% | +6.9% |
| 30D | -6.6% | -7.1% | +0.5% | -5.0% |
| 3M | +3.6% | +4.1% | -0.5% | +0.7% |
| 6M | +10.8% | +1.9% | +8.8% | +6.7% |
| YTD | +48.3% | -15.2% | +63.5% | +49.0% |
| 1Y | +42.9% | -10.6% | +53.6% | +40.5% |
| 3Y | +43.3% | +74.6% | -31.3% | -1.9% |
| 5Y | +94.0% | +3.7% | +90.3% | +45.7% |
| 10Y | +53.7% | +2.4% | +51.3% | -4.5% |
| All | +77.6% | +114.0% | -36.5% | -41.3% |
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