+4,436.6%
XOM vs GD
+19,982.5%
-15,545.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | -11.4% | -5.0% | -6.4% | -9.8% |
| 30D | +1.1% | +8.9% | -7.8% | -1.9% |
| 3M | +7.8% | -8.0% | +15.9% | +10.9% |
| 6M | +13.0% | +2.9% | +10.1% | +11.3% |
| YTD | +40.6% | +7.1% | +33.5% | +35.9% |
| 1Y | +49.1% | +5.9% | +43.1% | +44.5% |
| 3Y | +72.9% | +53.9% | +19.0% | +45.7% |
| 5Y | +204.0% | +95.4% | +108.6% | +135.4% |
| 10Y | +205.7% | +193.5% | +12.2% | +107.0% |
| All | +4,436.6% | +19,982.5% | -15,545.9% | +1,669.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling