+87.1%
XOP vs GFI
+305.3%
-218.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +1.6% | -5.1% | +6.8% | +2.4% |
| 30D | +9.6% | +13.4% | -3.8% | +7.3% |
| 3M | +16.9% | +36.2% | -19.3% | +10.6% |
| 6M | +24.0% | -9.8% | +33.9% | +23.4% |
| YTD | +56.2% | +7.7% | +48.5% | +49.7% |
| 1Y | +51.8% | +27.2% | +24.6% | +40.2% |
| 3Y | +37.0% | +300.3% | -263.3% | +0.1% |
| 5Y | +163.4% | +539.8% | -376.4% | +69.2% |
| 10Y | +56.6% | +1,058.5% | -1,001.9% | -25.5% |
| All | +87.1% | +305.3% | -218.2% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling