+368.5%
XOM vs GNRC
+2,020.8%
-1,652.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | +4.1% | -15.8% | +19.9% | +6.5% |
| 3M | +10.4% | -24.0% | +34.4% | +13.9% |
| 6M | +13.0% | -13.8% | +26.8% | +13.4% |
| YTD | +40.1% | +33.2% | +6.8% | +30.5% |
| 1Y | +51.1% | -1.8% | +52.9% | +46.8% |
| 3Y | +57.7% | +57.7% | 0.0% | +38.4% |
| 5Y | +264.7% | -59.7% | +324.5% | +284.4% |
| 10Y | +193.1% | +430.7% | -237.7% | +77.1% |
| All | +368.5% | +2,020.8% | -1,652.3% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling