+25.9%
XOP vs GH
+446.7%
-420.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +1.2% |
| 7D | +6.3% | +0.6% | +5.8% | +6.3% |
| 30D | -6.6% | -6.9% | +0.3% | -5.9% |
| 3M | +3.6% | -4.9% | +8.5% | +3.9% |
| 6M | +10.8% | +54.1% | -43.3% | +4.2% |
| YTD | +48.3% | +48.5% | -0.3% | +39.1% |
| 1Y | +42.9% | +61.2% | -18.2% | +32.5% |
| 3Y | +43.3% | +570.3% | -527.1% | +4.9% |
| 5Y | +94.0% | +46.1% | +47.8% | +64.4% |
| All | +25.9% | +446.7% | -420.8% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling