+77.6%
XOP vs GRMN
+979.1%
-901.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +6.3% | -0.9% | +7.2% | +6.7% |
| 30D | -6.6% | +1.2% | -7.8% | -7.5% |
| 3M | +3.6% | -8.9% | +12.5% | +6.5% |
| 6M | +10.8% | +23.0% | -12.2% | +0.1% |
| YTD | +48.3% | +41.2% | +7.0% | +24.9% |
| 1Y | +42.9% | +47.5% | -4.6% | +18.2% |
| 3Y | +43.3% | +155.8% | -112.5% | -9.6% |
| 5Y | +94.0% | +120.2% | -26.2% | +28.0% |
| 10Y | +53.7% | +629.9% | -576.2% | -36.3% |
| All | +77.6% | +979.1% | -901.6% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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