+4,261.5%
XOM vs GPC
+2,341.8%
+1,919.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.2% |
| 30D | +5.9% | +6.0% | -0.1% | +3.3% |
| 3M | +5.6% | +42.6% | -37.1% | -9.6% |
| 6M | +7.9% | +22.8% | -14.9% | -2.7% |
| YTD | +35.2% | +15.5% | +19.7% | +24.1% |
| 1Y | +46.0% | +2.0% | +43.9% | +40.7% |
| 3Y | +55.0% | -1.4% | +56.5% | +45.4% |
| 5Y | +246.3% | +30.6% | +215.7% | +182.0% |
| 10Y | +181.0% | +80.6% | +100.4% | +91.9% |
| All | +4,261.5% | +2,341.8% | +1,919.7% | +1,146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling