+52.6%
XOM vs GIS
-17.8%
+70.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.2% | -9.8% | -5.0% |
| 7D | -7.0% | +8.5% | -15.5% | -7.7% |
| 30D | +3.2% | +15.3% | -12.1% | +1.6% |
| 3M | +10.7% | +0.9% | +9.7% | +10.4% |
| 6M | +11.6% | +7.9% | +3.7% | +9.9% |
| YTD | +43.5% | -17.6% | +61.1% | +53.4% |
| 1Y | +52.6% | -17.4% | +70.0% | +62.5% |
| All | +52.6% | -17.8% | +70.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling