+47.6%
XOP vs GFI
+45.3%
+2.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -1.0% |
| 7D | +2.6% | +3.1% | -0.6% | +2.9% |
| 30D | +15.4% | +27.1% | -11.7% | +17.9% |
| 3M | +12.1% | +21.2% | -9.1% | +14.7% |
| 6M | +19.7% | -4.5% | +24.2% | +22.2% |
| YTD | +52.4% | +11.7% | +40.7% | +54.3% |
| 1Y | +47.6% | +46.0% | +1.5% | +59.0% |
| All | +47.6% | +45.3% | +2.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling