+205.4%
XOM vs GS
+452.1%
-246.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +2.8% | +5.9% | -3.0% | +0.4% |
| 30D | -3.6% | +4.3% | -7.9% | -5.7% |
| 3M | +8.2% | -11.7% | +19.9% | +13.0% |
| 6M | +14.0% | -3.2% | +17.2% | +12.6% |
| YTD | +44.6% | +5.8% | +38.8% | +34.7% |
| 1Y | +47.8% | +16.0% | +31.7% | +31.4% |
| 3Y | +79.6% | +199.8% | -120.2% | -6.5% |
| 5Y | +214.3% | +155.5% | +58.8% | +73.9% |
| All | +205.4% | +452.1% | -246.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling