+191.6%
XOM vs GAP
+27.6%
+164.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +1.9% | -6.3% | +8.2% | +2.9% |
| 30D | +4.1% | -0.2% | +4.3% | +3.8% |
| 3M | +10.4% | 0.0% | +10.4% | +9.8% |
| 6M | +13.0% | -8.1% | +21.1% | +13.0% |
| YTD | +40.1% | -16.5% | +56.5% | +41.5% |
| 1Y | +51.1% | -10.5% | +61.6% | +50.1% |
| 3Y | +57.7% | +104.0% | -46.2% | +24.3% |
| 5Y | +264.7% | +6.8% | +258.0% | +211.6% |
| All | +191.6% | +27.6% | +164.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling