+192.9%
XOM vs GM
+240.0%
-47.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +4.1% | -2.4% | +6.5% | +4.8% |
| 30D | +4.6% | -1.1% | +5.7% | +4.8% |
| 3M | +14.0% | +6.1% | +7.8% | +11.2% |
| 6M | +11.0% | +15.0% | -4.0% | +4.4% |
| YTD | +40.7% | +6.0% | +34.7% | +35.4% |
| 1Y | +52.3% | +47.1% | +5.2% | +30.2% |
| 3Y | +60.5% | +170.5% | -110.0% | +5.9% |
| 5Y | +266.4% | +80.5% | +185.9% | +167.6% |
| All | +192.9% | +240.0% | -47.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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