+50.5%
XOM vs GS
+42.9%
+7.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.4% | +3.4% | -5.8% | -1.8% |
| 30D | +5.7% | +0.2% | +5.5% | +5.8% |
| 3M | +6.6% | -0.3% | +6.9% | +7.0% |
| 6M | +7.7% | +27.4% | -19.7% | +12.7% |
| YTD | +36.2% | +19.6% | +16.5% | +41.3% |
| 1Y | +50.5% | +42.5% | +8.0% | +54.1% |
| All | +50.5% | +42.9% | +7.6% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling