+257.2%
XOM vs GFI
+524.1%
-266.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.5% |
| 7D | +4.1% | -4.9% | +8.9% | +4.2% |
| 30D | +4.6% | +10.7% | -6.2% | +4.3% |
| 3M | +14.0% | +25.6% | -11.7% | +13.2% |
| 6M | +11.0% | -8.3% | +19.2% | +11.3% |
| YTD | +40.7% | +6.3% | +34.4% | +39.8% |
| 1Y | +52.3% | +22.1% | +30.2% | +49.7% |
| 3Y | +60.5% | +289.2% | -228.7% | +43.9% |
| All | +257.2% | +524.1% | -266.9% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling