+56.2%
XOP vs GPC
+83.6%
-27.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +10.8% | +1.3% | +9.5% | +9.9% |
| 3M | +19.5% | +37.1% | -17.6% | 0.0% |
| 6M | +21.6% | +23.2% | -1.6% | +6.3% |
| YTD | +55.8% | +13.1% | +42.8% | +41.0% |
| 1Y | +54.6% | +0.9% | +53.8% | +48.6% |
| 3Y | +36.6% | -0.8% | +37.4% | +24.9% |
| 5Y | +160.6% | +31.1% | +129.5% | +92.6% |
| 10Y | +56.2% | +87.4% | -31.1% | -6.1% |
| All | +56.2% | +83.6% | -27.4% | -6.1% |
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