+100.1%
XOP vs GFS
-3.7%
+103.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | +15.4% | -8.6% | +24.0% | +16.7% |
| 3M | +12.1% | -46.5% | +58.6% | +23.2% |
| 6M | +19.7% | -4.8% | +24.5% | +16.0% |
| YTD | +52.4% | +29.7% | +22.7% | +36.7% |
| 1Y | +47.6% | +35.8% | +11.7% | +30.3% |
| 3Y | +34.4% | -18.3% | +52.7% | +27.7% |
| All | +100.1% | -3.7% | +103.8% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling