+137.9%
GLD vs XOM
+257.0%
-119.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +0.3% | +5.7% | -5.3% | -0.1% |
| 3M | +0.6% | +6.6% | -5.9% | +0.1% |
| 6M | -15.6% | +7.7% | -23.2% | -16.3% |
| YTD | +0.9% | +36.2% | -35.3% | -2.1% |
| 1Y | +19.4% | +50.5% | -31.1% | +14.8% |
| 3Y | +124.5% | +53.4% | +71.1% | +114.5% |
| All | +137.9% | +257.0% | -119.1% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling