+45.3%
XOP vs GFS
+15.5%
+29.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.9% | -0.4% | -6.5% |
| 7D | -10.5% | -12.5% | +2.0% | -10.9% |
| 30D | -4.3% | -16.9% | +12.6% | -4.8% |
| 3M | +4.7% | -22.3% | +26.9% | +4.0% |
| 6M | -0.1% | -40.2% | +40.2% | -0.7% |
| YTD | +43.8% | +16.0% | +27.9% | +40.8% |
| 1Y | +45.3% | +17.7% | +27.6% | +42.4% |
| All | +45.3% | +15.5% | +29.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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