+78.7%
XOM vs GD
+58.0%
+20.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.1% |
| 7D | +2.7% | +1.9% | +0.8% | +2.2% |
| 30D | -2.5% | +9.2% | -11.7% | -4.6% |
| 3M | +7.0% | -7.5% | +14.4% | +9.1% |
| 6M | +14.2% | +5.8% | +8.4% | +11.9% |
| YTD | +43.9% | +9.8% | +34.1% | +38.4% |
| 1Y | +47.9% | +5.8% | +42.1% | +44.1% |
| All | +78.7% | +58.0% | +20.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling