+55.6%
XOP vs GNRC
+2,077.0%
-2,021.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.1% |
| 7D | +1.0% | +3.2% | -2.2% | +0.1% |
| 30D | +10.8% | -9.5% | +20.4% | +13.6% |
| 3M | +19.5% | -28.5% | +48.0% | +28.6% |
| 6M | +21.6% | -10.0% | +31.5% | +20.9% |
| YTD | +55.8% | +36.7% | +19.1% | +36.0% |
| 1Y | +54.6% | +2.6% | +52.1% | +44.9% |
| 3Y | +36.6% | +61.9% | -25.3% | +7.5% |
| 5Y | +160.6% | -59.0% | +219.7% | +186.8% |
| 10Y | +56.2% | +444.8% | -388.5% | -34.4% |
| All | +55.6% | +2,077.0% | -2,021.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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