+35.9%
XOP vs GSK
+53.4%
-17.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.6% |
| 7D | +0.6% | -4.2% | +4.8% | +0.5% |
| 30D | +16.5% | -7.5% | +24.0% | +16.3% |
| 3M | +15.7% | -3.3% | +19.0% | +15.6% |
| 6M | +19.2% | -9.3% | +28.5% | +18.8% |
| YTD | +55.0% | +1.6% | +53.4% | +53.5% |
| 1Y | +54.2% | +25.5% | +28.7% | +52.1% |
| 3Y | +35.9% | +49.3% | -13.4% | +30.8% |
| All | +35.9% | +53.4% | -17.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling