+257.2%
XOM vs GAP
+8.7%
+248.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.4% |
| 30D | +4.6% | +6.2% | -1.6% | +3.9% |
| 3M | +14.0% | -0.7% | +14.6% | +13.8% |
| 6M | +11.0% | -7.1% | +18.1% | +10.9% |
| YTD | +40.7% | -14.1% | +54.8% | +41.2% |
| 1Y | +52.3% | -8.5% | +60.8% | +51.5% |
| 3Y | +60.5% | +115.4% | -54.9% | +39.3% |
| All | +257.2% | +8.7% | +248.5% | +224.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling