+4,294.1%
XOM vs GAP
+2,253.0%
+2,041.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | +5.7% | +9.3% | -3.7% | +4.0% |
| 3M | +6.6% | +6.1% | +0.5% | +5.1% |
| 6M | +7.7% | -2.3% | +9.9% | +6.8% |
| YTD | +36.2% | -10.6% | +46.8% | +36.2% |
| 1Y | +50.5% | -4.4% | +54.9% | +48.3% |
| 3Y | +53.4% | +118.3% | -64.9% | +25.7% |
| 5Y | +254.2% | +12.2% | +242.0% | +208.6% |
| 10Y | +177.9% | +33.7% | +144.2% | +115.2% |
| All | +4,294.1% | +2,253.0% | +2,041.1% | +2,159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling