+42.0%
XOP vs GTLB
+4.1%
+37.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +5.2% | -3.5% | +8.7% | +5.4% |
| 30D | -8.4% | -9.0% | +0.6% | -7.8% |
| 3M | +2.9% | +15.9% | -12.9% | +1.5% |
| 6M | +8.8% | +104.9% | -96.0% | +2.2% |
| YTD | +46.9% | +26.0% | +20.9% | +43.2% |
| 1Y | +41.5% | +1.8% | +39.7% | +40.7% |
| All | +42.0% | +4.1% | +37.9% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling