+52.6%
XOM vs GD
+9.0%
+43.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.4% |
| 7D | -7.0% | +3.0% | -10.0% | -7.1% |
| 30D | +3.2% | +10.5% | -7.3% | +2.6% |
| 3M | +10.7% | -5.0% | +15.6% | +10.9% |
| 6M | +11.6% | +5.5% | +6.1% | +11.1% |
| YTD | +43.5% | +10.3% | +33.1% | +39.1% |
| 1Y | +52.6% | +8.2% | +44.4% | +48.7% |
| All | +52.6% | +9.0% | +43.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling