+153.3%
XOP vs GFI
+524.1%
-370.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.6% | -4.9% | +7.5% | +2.9% |
| 30D | +9.6% | +10.7% | -1.1% | +8.9% |
| 3M | +20.4% | +25.6% | -5.3% | +18.6% |
| 6M | +19.9% | -8.3% | +28.2% | +20.1% |
| YTD | +56.4% | +6.3% | +50.1% | +53.7% |
| 1Y | +52.4% | +22.1% | +30.4% | +47.0% |
| 3Y | +39.9% | +289.2% | -249.3% | +15.1% |
| All | +153.3% | +524.1% | -370.8% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling