+107.0%
XOP vs GTLB
-50.8%
+157.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +1.0% | -6.6% | +7.5% | +1.5% |
| 30D | +10.8% | +13.7% | -2.9% | +9.5% |
| 3M | +19.5% | +52.9% | -33.4% | +14.7% |
| 6M | +21.6% | +88.5% | -66.9% | +14.1% |
| YTD | +55.8% | +23.4% | +32.4% | +51.3% |
| 1Y | +54.6% | -3.8% | +58.5% | +53.2% |
| 3Y | +36.6% | -11.5% | +48.1% | +32.8% |
| All | +107.0% | -50.8% | +157.8% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling