+257.2%
XOM vs GPN
-44.5%
+301.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | -4.3% | +8.4% | +4.7% |
| 30D | +4.6% | 0.0% | +4.6% | +4.4% |
| 3M | +14.0% | +35.8% | -21.9% | +8.2% |
| 6M | +11.0% | +22.0% | -11.0% | +6.7% |
| YTD | +40.7% | +15.2% | +25.5% | +36.1% |
| 1Y | +52.3% | +3.5% | +48.8% | +50.1% |
| 3Y | +60.5% | -26.9% | +87.4% | +66.8% |
| All | +257.2% | -44.5% | +301.7% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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