+51.7%
XOP vs GSK
+105.0%
-53.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +6.3% | +1.1% | +5.2% | +6.0% |
| 30D | -6.6% | +6.3% | -12.9% | -8.2% |
| 3M | +3.6% | +1.8% | +1.7% | +2.7% |
| 6M | +10.8% | +1.7% | +9.1% | +9.4% |
| YTD | +48.3% | +6.5% | +41.7% | +42.8% |
| 1Y | +42.9% | +9.5% | +33.4% | +36.4% |
| 3Y | +43.3% | +65.3% | -22.0% | +13.9% |
| 5Y | +94.0% | +43.7% | +50.2% | +60.4% |
| All | +51.7% | +105.0% | -53.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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