+213.1%
GLD vs XOM
+193.3%
+19.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -3.4% | +1.9% | -5.2% | -3.4% |
| 30D | -1.1% | +4.1% | -5.2% | -1.3% |
| 3M | +5.8% | +10.4% | -4.6% | +5.5% |
| 6M | -17.1% | +13.0% | -30.1% | -17.4% |
| YTD | 0.0% | +40.1% | -40.0% | -1.1% |
| 1Y | +18.2% | +51.1% | -32.9% | +16.6% |
| 3Y | +122.6% | +57.7% | +64.9% | +118.9% |
| 5Y | +137.1% | +264.7% | -127.6% | +132.6% |
| All | +213.1% | +193.3% | +19.8% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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