+32.8%
XOP vs GH
+467.1%
-434.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +2.6% | -2.5% | +5.1% | +2.9% |
| 30D | +9.6% | -4.7% | +14.3% | +10.1% |
| 3M | +20.4% | +20.2% | +0.1% | +17.3% |
| 6M | +19.9% | +78.8% | -58.9% | +10.6% |
| YTD | +56.4% | +54.1% | +2.3% | +46.4% |
| 1Y | +52.4% | +177.1% | -124.6% | +31.3% |
| 3Y | +39.9% | +371.6% | -331.7% | +7.6% |
| 5Y | +163.7% | +21.9% | +141.8% | +129.6% |
| All | +32.8% | +467.1% | -434.3% | -13.0% |
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