+197.7%
XOM vs GFS
-3.9%
+201.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.4% | +2.6% | -5.0% | -2.5% |
| 30D | +5.7% | -16.4% | +22.1% | +6.7% |
| 3M | +6.6% | -41.6% | +48.1% | +9.9% |
| 6M | +7.7% | -3.7% | +11.3% | +5.8% |
| YTD | +36.2% | +29.3% | +6.9% | +29.5% |
| 1Y | +50.5% | +37.1% | +13.4% | +41.8% |
| 3Y | +53.4% | -22.1% | +75.5% | +49.8% |
| All | +197.7% | -3.9% | +201.6% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling