+167.8%
XOM vs GH
+480.1%
-312.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.4% | -2.1% | -0.3% | -2.3% |
| 30D | +5.7% | -4.5% | +10.1% | +5.8% |
| 3M | +6.6% | +28.9% | -22.3% | +5.3% |
| 6M | +7.7% | +76.5% | -68.8% | +4.6% |
| YTD | +36.2% | +57.6% | -21.4% | +32.9% |
| 1Y | +50.5% | +167.5% | -117.0% | +42.4% |
| 3Y | +53.4% | +377.4% | -324.0% | +37.8% |
| 5Y | +254.2% | +23.8% | +230.4% | +236.9% |
| All | +167.8% | +480.1% | -312.3% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling