+29.9%
XOP vs GD
+55.3%
-25.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | -12.7% | -3.9% | -8.8% | -11.5% |
| 30D | -7.6% | +8.1% | -15.7% | -10.0% |
| 3M | +5.8% | -6.8% | +12.6% | +8.4% |
| 6M | -2.7% | +3.0% | -5.7% | -4.5% |
| YTD | +39.7% | +7.8% | +31.9% | +33.4% |
| 1Y | +42.4% | +5.8% | +36.6% | +37.2% |
| All | +29.9% | +55.3% | -25.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling