+52.6%
XOM vs GEV
+46.2%
+6.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.3% | +4.7% | -5.3% |
| 7D | -7.0% | -5.1% | -1.9% | -7.3% |
| 30D | +3.2% | -15.8% | +19.0% | +1.9% |
| 3M | +10.7% | -18.2% | +28.8% | +9.2% |
| 6M | +11.6% | -22.4% | +34.0% | +10.2% |
| YTD | +43.5% | +27.7% | +15.7% | +45.2% |
| 1Y | +52.6% | +52.4% | +0.2% | +55.4% |
| All | +52.6% | +46.2% | +6.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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