+52.1%
XOP vs GEHC
+10.0%
+42.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +2.6% | -4.0% | +6.6% | +3.3% |
| 30D | +15.4% | -2.0% | +17.4% | +15.8% |
| 3M | +12.1% | +8.0% | +4.1% | +10.0% |
| 6M | +19.7% | -12.8% | +32.4% | +22.7% |
| YTD | +52.4% | -15.9% | +68.3% | +57.4% |
| 1Y | +47.6% | -6.9% | +54.5% | +47.2% |
| 3Y | +34.4% | 0.0% | +34.4% | +29.5% |
| All | +52.1% | +10.0% | +42.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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