+39.4%
XOP vs GFS
-21.4%
+60.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +1.0% | +4.5% | -3.5% | +0.4% |
| 30D | +10.8% | -8.2% | +19.0% | +11.9% |
| 3M | +19.5% | -38.9% | +58.3% | +26.4% |
| 6M | +21.6% | -2.9% | +24.5% | +17.0% |
| YTD | +55.8% | +31.8% | +24.1% | +38.6% |
| 1Y | +54.6% | +43.1% | +11.5% | +34.0% |
| All | +39.4% | -21.4% | +60.8% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling