+192.9%
XOM vs GNRC
+448.8%
-255.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.1% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +4.6% | -15.7% | +20.3% | +6.9% |
| 3M | +14.0% | -27.3% | +41.3% | +18.2% |
| 6M | +11.0% | -12.1% | +23.0% | +10.9% |
| YTD | +40.7% | +37.1% | +3.6% | +30.4% |
| 1Y | +52.3% | -0.5% | +52.8% | +47.5% |
| 3Y | +60.5% | +61.5% | -1.1% | +39.8% |
| 5Y | +266.4% | -58.6% | +325.0% | +298.6% |
| All | +192.9% | +448.8% | -255.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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