+160.6%
XOP vs GSK
+47.3%
+113.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.0% | -3.6% | +4.5% | +1.2% |
| 30D | +10.8% | -5.9% | +16.8% | +11.3% |
| 3M | +19.5% | -4.3% | +23.7% | +19.7% |
| 6M | +21.6% | -10.8% | +32.4% | +22.4% |
| YTD | +55.8% | +1.8% | +54.0% | +53.9% |
| 1Y | +54.6% | +23.5% | +31.2% | +48.8% |
| 3Y | +36.6% | +49.5% | -12.9% | +24.7% |
| 5Y | +160.6% | +49.7% | +111.0% | +133.9% |
| All | +160.6% | +47.3% | +113.4% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling