+207.6%
XOM vs GFS
0.0%
+207.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +4.1% | +3.8% | +0.2% | +3.9% |
| 30D | +4.6% | -11.7% | +16.3% | +5.3% |
| 3M | +14.0% | -41.8% | +55.7% | +17.6% |
| 6M | +11.0% | +6.6% | +4.3% | +8.1% |
| YTD | +40.7% | +34.6% | +6.1% | +33.4% |
| 1Y | +52.3% | +46.2% | +6.2% | +42.8% |
| 3Y | +60.5% | -20.3% | +80.8% | +56.6% |
| All | +207.6% | 0.0% | +207.5% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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