+4,542.6%
GLW vs XOM
+4,272.5%
+270.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.4% |
| 7D | +3.8% | +1.8% | +2.0% | +2.9% |
| 30D | -1.3% | +5.9% | -7.2% | -4.2% |
| 3M | -21.8% | +5.6% | -27.4% | -24.5% |
| 6M | +6.9% | +7.9% | -1.0% | +0.6% |
| YTD | +77.2% | +35.2% | +42.0% | +49.9% |
| 1Y | +123.2% | +46.0% | +77.3% | +81.8% |
| 3Y | +400.0% | +55.0% | +345.0% | +286.9% |
| 5Y | +342.8% | +246.3% | +96.5% | +123.0% |
| 10Y | +771.4% | +181.0% | +590.4% | +361.1% |
| All | +4,542.6% | +4,272.5% | +270.1% | +862.0% |
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