+59.7%
XOM vs GEHC
-1.1%
+60.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.9% | -7.9% | +9.7% | +2.6% |
| 30D | +4.1% | -11.7% | +15.8% | +5.2% |
| 3M | +10.4% | +0.8% | +9.6% | +10.1% |
| 6M | +13.0% | -11.6% | +24.6% | +14.2% |
| YTD | +40.1% | -21.6% | +61.6% | +44.1% |
| 1Y | +51.1% | -15.3% | +66.4% | +53.0% |
| All | +59.7% | -1.1% | +60.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling