+86.6%
XOP vs GPN
+291.0%
-204.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.9% |
| 7D | +1.0% | -6.2% | +7.2% | +4.0% |
| 30D | +10.8% | +1.0% | +9.8% | +9.8% |
| 3M | +19.5% | +36.9% | -17.4% | +0.4% |
| 6M | +21.6% | +16.8% | +4.8% | +8.6% |
| YTD | +55.8% | +13.2% | +42.6% | +39.3% |
| 1Y | +54.6% | +1.4% | +53.2% | +45.0% |
| 3Y | +36.6% | -28.6% | +65.3% | +46.3% |
| 5Y | +160.6% | -47.0% | +207.6% | +211.5% |
| 10Y | +56.2% | +25.2% | +31.1% | +13.2% |
| All | +86.6% | +291.0% | -204.4% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling