+72.3%
XOM vs GEHC
+6.6%
+65.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.0% |
| 7D | -2.4% | -5.2% | +2.8% | -1.9% |
| 30D | +5.7% | -7.0% | +12.6% | +6.3% |
| 3M | +6.6% | +3.3% | +3.2% | +6.1% |
| 6M | +7.7% | -10.0% | +17.7% | +8.6% |
| YTD | +36.2% | -18.5% | +54.7% | +39.2% |
| 1Y | +50.5% | -14.4% | +64.9% | +52.4% |
| 3Y | +53.4% | +3.4% | +49.9% | +49.4% |
| All | +72.3% | +6.6% | +65.7% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling