+394.5%
GLW vs XOM
+265.0%
+129.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +16.9% | 0.0% | +16.8% | +16.9% |
| 30D | +7.0% | +3.4% | +3.5% | +6.4% |
| 3M | -3.0% | +11.0% | -14.0% | -4.6% |
| 6M | +31.0% | +10.6% | +20.4% | +27.6% |
| YTD | +93.4% | +39.2% | +54.2% | +77.7% |
| 1Y | +134.7% | +52.7% | +82.0% | +110.4% |
| 3Y | +471.8% | +56.8% | +415.0% | +403.5% |
| 5Y | +394.5% | +261.8% | +132.7% | +236.8% |
| All | +394.5% | +265.0% | +129.5% | +236.8% |
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