+54.8%
XOP vs GSK
+80.0%
-25.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | +1.6% | -5.4% | +7.0% | +3.1% |
| 30D | +9.6% | -4.6% | +14.2% | +10.9% |
| 3M | +16.9% | -5.1% | +22.0% | +18.1% |
| 6M | +24.0% | -11.4% | +35.5% | +27.1% |
| YTD | +56.2% | +0.7% | +55.5% | +53.0% |
| 1Y | +51.8% | +23.0% | +28.8% | +38.8% |
| 3Y | +37.0% | +48.0% | -11.0% | +12.9% |
| 5Y | +163.4% | +48.2% | +115.2% | +110.7% |
| All | +54.8% | +80.0% | -25.2% | +15.0% |
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