+52.6%
XOM vs GLXY
-57.6%
+110.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -17.0% | +12.4% | -5.0% |
| 7D | -7.0% | -26.8% | +19.8% | -7.8% |
| 30D | +3.2% | -38.3% | +41.5% | +2.0% |
| 3M | +10.7% | -36.9% | +47.6% | +9.5% |
| 6M | +11.6% | -52.1% | +63.7% | +10.0% |
| YTD | +43.5% | -37.5% | +81.0% | +39.8% |
| 1Y | +52.6% | -55.2% | +107.8% | +49.9% |
| All | +52.6% | -57.6% | +110.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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