+255.6%
XOM vs GIS
-24.8%
+280.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.0% |
| 7D | +1.9% | -8.4% | +10.3% | +3.1% |
| 30D | +4.1% | -5.2% | +9.3% | +4.8% |
| 3M | +10.4% | +8.2% | +2.2% | +8.6% |
| 6M | +13.0% | -12.0% | +25.0% | +15.2% |
| YTD | +40.1% | -18.9% | +58.9% | +44.7% |
| 1Y | +51.1% | -23.6% | +74.7% | +57.5% |
| 3Y | +57.7% | -37.6% | +95.3% | +69.1% |
| All | +255.6% | -24.8% | +280.4% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling