+255.6%
XOM vs GH
+22.1%
+233.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | +4.1% | -3.7% | +7.7% | +4.1% |
| 3M | +10.4% | +21.7% | -11.3% | +10.0% |
| 6M | +13.0% | +75.7% | -62.7% | +11.8% |
| YTD | +40.1% | +55.7% | -15.6% | +38.8% |
| 1Y | +51.1% | +181.1% | -130.0% | +46.9% |
| 3Y | +57.7% | +371.6% | -313.9% | +49.2% |
| All | +255.6% | +22.1% | +233.5% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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