+212.8%
XOM vs GPC
+4.8%
+208.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.9% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | -2.5% | -6.0% | +3.6% | -1.6% |
| 3M | +7.0% | -7.6% | +14.6% | +8.1% |
| 6M | +14.2% | +24.2% | -10.0% | +9.0% |
| YTD | +43.9% | +2.7% | +41.2% | +42.2% |
| 1Y | +47.9% | +0.2% | +47.7% | +46.9% |
| 3Y | +80.6% | -0.8% | +81.3% | +74.5% |
| 5Y | +212.8% | +4.4% | +208.4% | +197.2% |
| All | +212.8% | +4.8% | +208.0% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling