+82.5%
XOP vs GPC
+531.5%
-449.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.5% |
| 7D | +2.6% | +1.2% | +1.4% | +1.7% |
| 30D | +15.4% | +6.0% | +9.5% | +11.0% |
| 3M | +12.1% | +42.6% | -30.6% | -13.3% |
| 6M | +19.7% | +22.8% | -3.1% | +0.7% |
| YTD | +52.4% | +15.5% | +36.9% | +31.5% |
| 1Y | +47.6% | +2.0% | +45.5% | +37.9% |
| 3Y | +34.4% | -1.4% | +35.8% | +19.1% |
| 5Y | +154.4% | +30.6% | +123.8% | +76.6% |
| 10Y | +54.7% | +80.6% | -25.9% | -20.2% |
| All | +82.5% | +531.5% | -449.0% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling