+45.3%
XOP vs GH
+80.5%
-35.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -6.5% |
| 7D | -10.5% | -7.7% | -2.8% | -10.9% |
| 30D | -4.3% | -10.0% | +5.6% | -4.8% |
| 3M | +4.7% | +5.5% | -0.8% | +5.4% |
| 6M | -0.1% | +84.9% | -85.0% | +5.6% |
| YTD | +43.8% | +65.0% | -21.2% | +52.6% |
| 1Y | +45.3% | +71.8% | -26.5% | +53.7% |
| All | +45.3% | +80.5% | -35.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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