+177.9%
XOM vs GD
+189.7%
-11.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -2.4% | -3.5% | +1.1% | -0.4% |
| 30D | +5.7% | -9.0% | +14.7% | +11.5% |
| 3M | +6.6% | +5.1% | +1.5% | +2.8% |
| 6M | +7.7% | -1.0% | +8.7% | +6.9% |
| YTD | +36.2% | +7.3% | +28.9% | +28.1% |
| 1Y | +50.5% | +12.4% | +38.1% | +37.0% |
| 3Y | +53.4% | +73.7% | -20.3% | +2.8% |
| 5Y | +254.2% | +93.8% | +160.4% | +117.9% |
| 10Y | +177.9% | +190.6% | -12.7% | +31.3% |
| All | +177.9% | +189.7% | -11.8% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling