+104.6%
XOP vs GFS
-2.1%
+106.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +1.0% | +4.5% | -3.5% | +0.2% |
| 30D | +10.8% | -8.2% | +19.0% | +12.2% |
| 3M | +19.5% | -38.9% | +58.3% | +28.3% |
| 6M | +21.6% | -2.9% | +24.5% | +17.4% |
| YTD | +55.8% | +31.8% | +24.1% | +39.4% |
| 1Y | +54.6% | +43.1% | +11.5% | +35.1% |
| 3Y | +36.6% | -20.6% | +57.3% | +30.8% |
| All | +104.6% | -2.1% | +106.7% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling