+55.0%
XOP vs GIS
-19.5%
+74.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | -6.4% | +9.0% | +3.3% |
| 30D | +9.6% | -6.1% | +15.7% | +10.2% |
| 3M | +20.4% | +7.8% | +12.5% | +19.2% |
| 6M | +19.9% | -8.8% | +28.7% | +20.8% |
| YTD | +56.4% | -19.1% | +75.5% | +59.8% |
| 1Y | +52.4% | -24.8% | +77.2% | +56.9% |
| 3Y | +39.9% | -37.6% | +77.4% | +46.2% |
| 5Y | +163.7% | -25.4% | +189.1% | +165.4% |
| All | +55.0% | -19.5% | +74.5% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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