+13.0%
XOM vs GD
+2.2%
+10.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.3% |
| 7D | -11.4% | -5.0% | -6.4% | -11.5% |
| 30D | +1.1% | +8.9% | -7.8% | +2.8% |
| 3M | +7.8% | -8.0% | +15.9% | +6.2% |
| 6M | +13.0% | +2.9% | +10.1% | +15.4% |
| All | +13.0% | +2.2% | +10.9% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling