+55.0%
XOP vs GDDY
+207.2%
-152.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.4% |
| 7D | +2.6% | -3.2% | +5.8% | +3.4% |
| 30D | +9.6% | +6.8% | +2.8% | +6.8% |
| 3M | +20.4% | +30.5% | -10.1% | +7.6% |
| 6M | +19.9% | +13.3% | +6.6% | +11.4% |
| YTD | +56.4% | -21.0% | +77.4% | +63.1% |
| 1Y | +52.4% | -34.0% | +86.4% | +69.4% |
| 3Y | +39.9% | +33.1% | +6.8% | +14.0% |
| 5Y | +163.7% | +30.3% | +133.4% | +111.4% |
| All | +55.0% | +207.2% | -152.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling