+60.5%
XOM vs GM
+166.7%
-106.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.3% |
| 30D | +4.6% | -1.1% | +5.7% | +4.6% |
| 3M | +14.0% | +6.1% | +7.8% | +13.1% |
| 6M | +11.0% | +15.0% | -4.0% | +8.6% |
| YTD | +40.7% | +6.0% | +34.7% | +39.3% |
| 1Y | +52.3% | +47.1% | +5.2% | +41.7% |
| 3Y | +60.5% | +170.5% | -110.0% | +34.0% |
| All | +60.5% | +166.7% | -106.3% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling