+51.7%
XOP vs GPC
+74.9%
-23.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +6.3% | +0.4% | +5.9% | +6.1% |
| 30D | -6.6% | -6.3% | -0.3% | -4.1% |
| 3M | +3.6% | -8.2% | +11.7% | +7.0% |
| 6M | +10.8% | +27.1% | -16.3% | -5.0% |
| YTD | +48.3% | +3.1% | +45.1% | +39.3% |
| 1Y | +42.9% | +0.1% | +42.9% | +36.4% |
| 3Y | +43.3% | +0.2% | +43.1% | +28.6% |
| 5Y | +94.0% | +4.9% | +89.1% | +62.8% |
| All | +51.7% | +74.9% | -23.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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