+199.0%
XOM vs GS
+494.8%
-295.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -11.4% | -3.2% | -8.2% | -10.4% |
| 30D | +1.1% | -2.4% | +3.5% | +1.7% |
| 3M | +7.8% | -15.7% | +23.6% | +14.8% |
| 6M | +13.0% | -6.8% | +19.8% | +13.4% |
| YTD | +40.6% | -0.1% | +40.7% | +34.3% |
| 1Y | +49.1% | +12.1% | +37.0% | +34.2% |
| 3Y | +72.9% | +185.8% | -112.9% | -7.9% |
| 5Y | +204.0% | +140.1% | +63.9% | +73.5% |
| All | +199.0% | +494.8% | -295.8% | +6.4% |
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