+4,565.7%
XOM vs GPC
+2,081.1%
+2,484.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -3.6% | -6.3% | +2.7% | -1.5% |
| 3M | +8.2% | -8.2% | +16.4% | +11.3% |
| 6M | +14.0% | +27.1% | -13.0% | +1.5% |
| YTD | +44.6% | +3.1% | +41.5% | +38.2% |
| 1Y | +47.8% | +0.1% | +47.7% | +42.8% |
| 3Y | +79.6% | +0.2% | +79.3% | +66.8% |
| 5Y | +214.3% | +4.9% | +209.4% | +179.6% |
| 10Y | +204.0% | +75.2% | +128.8% | +109.4% |
| All | +4,565.7% | +2,081.1% | +2,484.5% | +1,287.3% |
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