+326.1%
XOM vs GM
+232.1%
+93.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +1.9% | -1.1% | +2.9% | +2.1% |
| 30D | +4.1% | -3.4% | +7.5% | +5.0% |
| 3M | +10.4% | +8.7% | +1.7% | +7.0% |
| 6M | +13.0% | +15.4% | -2.4% | +6.3% |
| YTD | +40.1% | +6.6% | +33.5% | +34.5% |
| 1Y | +51.1% | +51.5% | -0.4% | +28.4% |
| 3Y | +57.7% | +169.3% | -111.6% | +6.1% |
| 5Y | +264.7% | +81.6% | +183.2% | +168.9% |
| 10Y | +193.1% | +240.7% | -47.6% | +60.3% |
| All | +326.1% | +232.1% | +93.9% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling