+13.0%
XOM vs GFI
-11.2%
+24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.1% |
| 7D | +1.9% | -5.1% | +7.0% | +0.9% |
| 30D | +4.1% | +13.4% | -9.4% | +6.9% |
| 3M | +10.4% | +36.2% | -25.8% | +18.9% |
| 6M | +13.0% | -9.8% | +22.8% | +12.2% |
| All | +13.0% | -11.2% | +24.2% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling