+107.5%
XOP vs GTLB
-49.8%
+157.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +1.6% | -4.1% | +5.7% | +2.0% |
| 30D | +9.6% | +12.3% | -2.7% | +8.3% |
| 3M | +16.9% | +65.9% | -49.0% | +11.5% |
| 6M | +24.0% | +104.0% | -79.9% | +15.6% |
| YTD | +56.2% | +26.0% | +30.2% | +51.4% |
| 1Y | +51.8% | -3.5% | +55.3% | +50.3% |
| 3Y | +37.0% | -9.6% | +46.6% | +32.9% |
| All | +107.5% | -49.8% | +157.3% | +94.9% |
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