+700.9%
GLD vs XOM
+599.0%
+102.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.6% | +2.8% | -7.4% | -4.8% |
| 30D | -5.5% | -3.6% | -1.8% | -5.3% |
| 3M | -10.9% | +8.2% | -19.2% | -11.5% |
| 6M | -17.4% | +14.0% | -31.5% | -18.4% |
| YTD | -10.3% | +44.6% | -54.9% | -13.2% |
| 1Y | -7.2% | +47.8% | -54.9% | -10.3% |
| 3Y | +96.9% | +79.6% | +17.3% | +86.7% |
| 5Y | +103.8% | +214.3% | -110.5% | +83.9% |
| 10Y | +203.5% | +204.0% | -0.5% | +172.5% |
| All | +700.9% | +599.0% | +102.0% | +499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling