+57.7%
XOM vs GLXY
+7.0%
+50.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +2.0% |
| 7D | 0.0% | +4.5% | -4.5% | +0.2% |
| 30D | +3.4% | +28.8% | -25.4% | +4.2% |
| 3M | +11.0% | -23.0% | +34.0% | +10.7% |
| 6M | +10.6% | +17.0% | -6.4% | +11.3% |
| YTD | +39.2% | +12.5% | +26.7% | +39.8% |
| 1Y | +52.7% | -5.4% | +58.1% | +54.0% |
| All | +57.7% | +7.0% | +50.6% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling