+191.6%
XOM vs GPC
+87.0%
+104.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +1.9% | -1.8% | +3.6% | +2.5% |
| 30D | +4.1% | +0.1% | +4.0% | +3.9% |
| 3M | +10.4% | +37.4% | -27.0% | -3.5% |
| 6M | +13.0% | +25.4% | -12.4% | +1.6% |
| YTD | +40.1% | +12.2% | +27.9% | +30.7% |
| 1Y | +51.1% | -0.3% | +51.5% | +47.9% |
| 3Y | +57.7% | -1.6% | +59.3% | +48.4% |
| 5Y | +264.7% | +31.0% | +233.8% | +186.6% |
| All | +191.6% | +87.0% | +104.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling