+29.4%
XOP vs GH
+481.7%
-452.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | +15.4% | -1.1% | +16.5% | +15.5% |
| 3M | +12.1% | +21.3% | -9.2% | +9.1% |
| 6M | +19.7% | +73.5% | -53.8% | +10.8% |
| YTD | +52.4% | +58.0% | -5.6% | +42.3% |
| 1Y | +47.6% | +163.1% | -115.5% | +28.0% |
| 3Y | +34.4% | +361.0% | -326.7% | +3.7% |
| 5Y | +154.4% | +22.5% | +131.8% | +121.6% |
| All | +29.4% | +481.7% | -452.2% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling