+96.9%
XOP vs GTLB
-49.4%
+146.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | +6.3% | -0.7% | +7.1% | +6.4% |
| 30D | -6.6% | -10.2% | +3.6% | -5.8% |
| 3M | +3.6% | +10.1% | -6.6% | +2.4% |
| 6M | +10.8% | +116.5% | -105.7% | +2.8% |
| YTD | +48.3% | +27.2% | +21.1% | +43.4% |
| 1Y | +42.9% | +8.6% | +34.4% | +40.1% |
| 3Y | +43.3% | +5.6% | +37.7% | +37.1% |
| 5Y | +94.0% | -61.8% | +155.8% | +84.1% |
| All | +96.9% | -49.4% | +146.3% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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