+63.8%
XOM vs GLXY
-38.8%
+102.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.7% | +0.3% |
| 7D | +2.8% | +5.3% | -2.4% | +3.0% |
| 30D | -3.6% | -19.8% | +16.2% | -4.0% |
| 3M | +8.2% | -31.4% | +39.6% | +7.3% |
| 6M | +14.0% | -53.3% | +67.4% | +12.3% |
| YTD | +44.6% | -35.7% | +80.3% | +43.2% |
| 1Y | +47.8% | -47.2% | +95.0% | +45.9% |
| All | +63.8% | -38.8% | +102.6% | +65.8% |
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