+46.0%
XOM vs GEHC
-4.8%
+50.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.8% |
| 7D | +1.8% | -4.0% | +5.8% | +1.3% |
| 30D | +5.9% | -2.0% | +7.8% | +5.7% |
| 3M | +5.6% | +8.0% | -2.4% | +6.7% |
| 6M | +7.9% | -12.8% | +20.6% | +8.4% |
| YTD | +35.2% | -15.9% | +51.1% | +35.7% |
| 1Y | +46.0% | -6.9% | +52.9% | +48.2% |
| All | +46.0% | -4.8% | +50.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling