+119.6%
GLW vs XOM
+52.9%
+66.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -2.9% |
| 7D | +11.7% | +1.9% | +9.9% | +12.6% |
| 30D | +2.7% | +4.1% | -1.4% | +4.5% |
| 3M | -2.8% | +10.4% | -13.2% | +3.3% |
| 6M | +20.2% | +13.0% | +7.1% | +24.1% |
| YTD | +87.3% | +40.1% | +47.2% | +92.2% |
| 1Y | +119.6% | +51.1% | +68.5% | +125.6% |
| All | +119.6% | +52.9% | +66.6% | +125.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling