+58.8%
XOM vs GAP
+108.0%
-49.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | +3.4% | -0.7% | +4.1% | +3.4% |
| 3M | +11.0% | -0.5% | +11.5% | +10.9% |
| 6M | +10.6% | -5.0% | +15.6% | +10.5% |
| YTD | +39.2% | -14.7% | +53.9% | +39.6% |
| 1Y | +52.7% | -8.6% | +61.4% | +52.0% |
| All | +58.8% | +108.0% | -49.2% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling