+188.5%
XOM vs GS
+475.4%
-286.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.3% | +1.6% | -8.9% | -8.1% |
| 30D | -2.6% | +1.7% | -4.3% | -3.7% |
| 3M | +3.6% | -11.6% | +15.2% | +8.1% |
| 6M | +15.3% | -1.9% | +17.2% | +13.2% |
| YTD | +39.4% | +5.1% | +34.3% | +30.3% |
| 1Y | +43.2% | +16.4% | +26.7% | +26.9% |
| 3Y | +74.9% | +199.0% | -124.0% | -8.7% |
| 5Y | +201.3% | +157.4% | +43.8% | +66.0% |
| 10Y | +188.5% | +457.2% | -268.8% | +2.4% |
| All | +188.5% | +475.4% | -286.9% | +2.4% |
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