+54.8%
XOM vs GEV
+730.5%
-675.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.2% |
| 7D | 0.0% | +3.2% | -3.1% | 0.0% |
| 30D | +3.4% | -4.0% | +7.5% | +3.4% |
| 3M | +11.0% | +3.4% | +7.6% | +10.6% |
| 6M | +10.6% | +14.7% | -4.1% | +9.7% |
| YTD | +39.2% | +45.8% | -6.6% | +36.6% |
| 1Y | +52.7% | +57.4% | -4.6% | +49.0% |
| All | +54.8% | +730.5% | -675.7% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling