+47.8%
XOM vs GD
+5.9%
+41.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | +2.7% | +0.2% | +2.6% |
| 30D | -3.6% | +8.6% | -12.2% | -4.0% |
| 3M | +8.2% | -7.1% | +15.3% | +8.6% |
| 6M | +14.0% | +7.5% | +6.6% | +13.2% |
| YTD | +44.6% | +9.9% | +34.7% | +40.7% |
| 1Y | +47.8% | +7.6% | +40.2% | +44.1% |
| All | +47.8% | +5.9% | +41.9% | +44.1% |
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