+248.3%
XOM vs GD
+97.9%
+150.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | +1.8% | -5.3% | +7.0% | +4.1% |
| 30D | +5.9% | -6.4% | +12.3% | +8.8% |
| 3M | +5.6% | +5.7% | -0.1% | +2.4% |
| 6M | +7.9% | -0.9% | +8.8% | +7.5% |
| YTD | +35.2% | +8.2% | +27.0% | +28.4% |
| 1Y | +46.0% | +13.4% | +32.6% | +34.9% |
| 3Y | +55.0% | +68.5% | -13.5% | +11.1% |
| All | +248.3% | +97.9% | +150.4% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling