+82.5%
XOP vs GD
+758.3%
-675.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | +0.6% |
| 7D | +2.6% | -5.3% | +7.8% | +6.9% |
| 30D | +15.4% | -6.4% | +21.9% | +21.5% |
| 3M | +12.1% | +5.7% | +6.4% | +5.8% |
| 6M | +19.7% | -0.9% | +20.6% | +18.0% |
| YTD | +52.4% | +8.2% | +44.2% | +39.1% |
| 1Y | +47.6% | +13.4% | +34.1% | +29.1% |
| 3Y | +34.4% | +68.5% | -34.1% | -18.0% |
| 5Y | +154.4% | +97.2% | +57.2% | +36.3% |
| 10Y | +54.7% | +190.2% | -135.5% | -39.9% |
| All | +82.5% | +758.3% | -675.7% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling