+39.9%
XOP vs GPN
-27.6%
+67.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | -4.6% | +7.2% | +3.4% |
| 30D | +9.6% | -0.3% | +9.9% | +9.5% |
| 3M | +20.4% | +35.4% | -15.1% | +12.5% |
| 6M | +19.9% | +21.7% | -1.8% | +14.1% |
| YTD | +56.4% | +14.9% | +41.5% | +50.3% |
| 1Y | +52.4% | +3.2% | +49.3% | +50.9% |
| 3Y | +39.9% | -27.1% | +67.0% | +40.8% |
| All | +39.9% | -27.6% | +67.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling