GPOR (GPOR)
Daily ERM3 factor decomposition: how much of GPOR's variance is explained by the market, its sector, and its subsector — and the ETF notionals that would neutralize each layer.
- Price
- $154.13
- Market cap
- $2.8B
- 23-day vol
- 33.3%
- Sector proxy
- XLE
- Subsector proxy
- XOP
Risk DNA
30% of GPOR's variance is systematic (explainable by market, sector, and subsector factors); the rest is stock-specific.
Market 0.0%Sector 15.9%Subsector 16.2%Stock-specific 67.9%
ETF hedge ratios
Dollars of ETF to short per $1 of GPOR held — executable hedge weights, not regression betas. L1 hedges market only; L3 adds sector and subsector layers.
| Level | Market (SPY) | Sector (XLE) | Subsector (XOP) | Explained risk |
|---|---|---|---|---|
| L1 | $0.20 | — | — | -2.4% |
| L2 | $0.10 | $-0.49 | — | 13.8% |
| L3 | $0.12 | $0.14 | $-0.61 | 30.5% |
Data as of July 28, 2026. Updated daily from the ERM3 pipeline.
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