+4,261.5%
XOM vs GD
+20,186.5%
-15,925.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +1.8% | -5.3% | +7.0% | +3.7% |
| 30D | +5.9% | -6.4% | +12.3% | +8.3% |
| 3M | +5.6% | +5.7% | -0.1% | +3.1% |
| 6M | +7.9% | -0.9% | +8.8% | +7.4% |
| YTD | +35.2% | +8.2% | +27.0% | +30.3% |
| 1Y | +46.0% | +13.4% | +32.6% | +38.2% |
| 3Y | +55.0% | +68.5% | -13.5% | +26.4% |
| 5Y | +246.3% | +97.2% | +149.2% | +167.5% |
| 10Y | +181.0% | +190.2% | -9.2% | +90.9% |
| All | +4,261.5% | +20,186.5% | -15,925.0% | +1,596.3% |
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