+10.6%
XOM vs GM
+14.6%
-4.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +1.3% |
| 7D | 0.0% | -1.1% | +1.2% | -0.3% |
| 30D | +3.4% | -4.6% | +8.0% | +1.7% |
| 3M | +11.0% | +0.2% | +10.8% | +11.1% |
| 6M | +10.6% | +12.6% | -2.0% | +19.8% |
| All | +10.6% | +14.6% | -4.0% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling