+59.3%
XOM vs GLXY
+3.8%
+55.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.5% |
| 7D | +4.1% | -7.3% | +11.4% | +3.9% |
| 30D | +4.6% | +15.7% | -11.2% | +5.0% |
| 3M | +14.0% | -26.7% | +40.6% | +13.5% |
| 6M | +11.0% | +13.7% | -2.7% | +11.6% |
| YTD | +40.7% | +9.1% | +31.6% | +41.2% |
| 1Y | +52.3% | -15.5% | +67.8% | +52.9% |
| All | +59.3% | +3.8% | +55.5% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling