+39.7%
XOP vs GIS
-37.3%
+77.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.4% |
| 7D | +1.6% | -8.4% | +10.0% | +2.0% |
| 30D | +9.6% | -5.2% | +14.8% | +9.8% |
| 3M | +16.9% | +8.2% | +8.8% | +16.4% |
| 6M | +24.0% | -12.0% | +36.1% | +25.4% |
| YTD | +56.2% | -18.9% | +75.1% | +59.1% |
| 1Y | +51.8% | -23.6% | +75.4% | +55.1% |
| All | +39.7% | -37.3% | +77.0% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling