+67.3%
XOP vs GD
+755.1%
-687.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.1% |
| 7D | -12.7% | -3.9% | -8.8% | -9.9% |
| 30D | -7.6% | +8.1% | -15.7% | -13.3% |
| 3M | +5.8% | -6.8% | +12.6% | +11.4% |
| 6M | -2.7% | +3.0% | -5.7% | -6.7% |
| YTD | +39.7% | +7.8% | +31.9% | +27.6% |
| 1Y | +42.4% | +5.8% | +36.6% | +31.8% |
| 3Y | +26.4% | +55.3% | -28.9% | -17.1% |
| 5Y | +78.9% | +96.7% | -17.8% | -4.2% |
| 10Y | +52.1% | +195.4% | -143.3% | -41.9% |
| All | +67.3% | +755.1% | -687.8% | -72.1% |
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 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