+52.3%
XOM vs GIS
-24.1%
+76.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | -6.4% | +10.5% | +4.8% |
| 30D | +4.6% | -6.1% | +10.7% | +5.2% |
| 3M | +14.0% | +7.8% | +6.1% | +12.2% |
| 6M | +11.0% | -8.8% | +19.8% | +13.8% |
| YTD | +40.7% | -19.1% | +59.8% | +48.1% |
| 1Y | +52.3% | -24.8% | +77.1% | +60.1% |
| All | +52.3% | -24.1% | +76.4% | +60.1% |
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