+191.6%
XOM vs GD
+185.2%
+6.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -2.0% |
| 7D | -8.3% | -3.0% | -5.3% | -6.7% |
| 30D | -2.5% | +9.3% | -11.8% | -7.4% |
| 3M | +8.3% | -7.2% | +15.5% | +12.8% |
| 6M | +15.5% | +5.5% | +10.0% | +10.7% |
| YTD | +39.6% | +9.5% | +30.1% | +29.6% |
| 1Y | +44.6% | +6.4% | +38.2% | +36.4% |
| 3Y | +76.6% | +59.8% | +16.7% | +25.3% |
| 5Y | +195.8% | +98.0% | +97.8% | +79.0% |
| 10Y | +191.6% | +177.4% | +14.2% | +49.3% |
| All | +191.6% | +185.2% | +6.4% | +49.3% |
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