+160.6%
XOP vs GH
+24.4%
+136.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.5% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.8% | -2.6% | +13.5% | +11.1% |
| 3M | +19.5% | +25.1% | -5.6% | +16.7% |
| 6M | +21.6% | +78.5% | -56.9% | +14.2% |
| YTD | +55.8% | +59.4% | -3.5% | +47.6% |
| 1Y | +54.6% | +173.9% | -119.2% | +37.3% |
| 3Y | +36.6% | +382.7% | -346.1% | +10.5% |
| 5Y | +160.6% | +24.4% | +136.2% | +115.8% |
| All | +160.6% | +24.4% | +136.2% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling