+94.7%
XOP vs GFS
-11.4%
+106.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.4% |
| 7D | +6.3% | +7.4% | -1.0% | +5.1% |
| 30D | -6.6% | -15.3% | +8.7% | -4.4% |
| 3M | +3.6% | -21.1% | +24.7% | +6.8% |
| 6M | +10.8% | -44.5% | +55.2% | +19.3% |
| YTD | +48.3% | +19.2% | +29.0% | +34.0% |
| 1Y | +42.9% | +27.2% | +15.7% | +27.1% |
| 3Y | +43.3% | -20.1% | +63.4% | +35.7% |
| 5Y | +94.0% | -25.6% | +119.6% | +78.9% |
| All | +94.7% | -11.4% | +106.1% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling