+200.7%
XOM vs GD
+94.5%
+106.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | -11.4% | -5.0% | -6.4% | -9.5% |
| 30D | +1.1% | +8.9% | -7.8% | -2.4% |
| 3M | +7.8% | -8.0% | +15.9% | +11.6% |
| 6M | +13.0% | +2.9% | +10.1% | +10.7% |
| YTD | +40.6% | +7.1% | +33.5% | +34.0% |
| 1Y | +49.1% | +5.9% | +43.1% | +42.8% |
| 3Y | +72.9% | +53.9% | +19.0% | +31.0% |
| All | +200.7% | +94.5% | +106.2% | +88.2% |
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 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