+816.6%
GLD vs XOM
+553.4%
+263.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | +4.4% | +5.9% | -1.5% | +3.9% |
| 3M | -1.1% | +5.6% | -6.7% | -1.6% |
| 6M | -13.8% | +7.9% | -21.6% | -14.5% |
| YTD | +2.6% | +35.2% | -32.5% | 0.0% |
| 1Y | +24.5% | +46.0% | -21.5% | +20.5% |
| 3Y | +125.8% | +55.0% | +70.8% | +116.7% |
| 5Y | +137.8% | +246.3% | -108.5% | +113.1% |
| 10Y | +221.4% | +181.0% | +40.4% | +190.5% |
| All | +816.6% | +553.4% | +263.2% | +589.9% |
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