+339.2%
GLW vs XOM
+80.9%
+258.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | +7.7% | +2.8% | +4.9% | +7.9% |
| 30D | -18.8% | -3.6% | -15.2% | -19.1% |
| 3M | -27.7% | +8.2% | -36.0% | -27.3% |
| 6M | -44.4% | +14.0% | -58.5% | -43.7% |
| YTD | +31.3% | +44.6% | -13.3% | +25.3% |
| 1Y | +40.0% | +47.8% | -7.7% | +33.0% |
| 3Y | +339.2% | +79.6% | +259.7% | +293.5% |
| All | +339.2% | +80.9% | +258.3% | +293.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling