+162.8%
XOP vs GIS
-22.7%
+185.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +1.0% | -8.6% | +9.6% | +1.4% |
| 30D | +10.8% | -0.5% | +11.3% | +10.8% |
| 3M | +19.5% | +11.9% | +7.6% | +18.7% |
| 6M | +21.6% | -11.6% | +33.2% | +22.8% |
| YTD | +55.8% | -16.3% | +72.2% | +57.9% |
| 1Y | +54.6% | -21.8% | +76.4% | +57.3% |
| 3Y | +36.6% | -35.7% | +72.3% | +39.8% |
| All | +162.8% | -22.7% | +185.4% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling