+43.2%
XOM vs GS
+16.6%
+26.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.1% |
| 7D | -7.3% | +1.6% | -8.9% | -6.9% |
| 30D | -2.6% | +1.7% | -4.3% | -2.1% |
| 3M | +3.6% | -11.6% | +15.2% | +1.6% |
| 6M | +15.3% | -1.9% | +17.2% | +16.8% |
| YTD | +39.4% | +5.1% | +34.3% | +42.8% |
| 1Y | +43.2% | +16.4% | +26.7% | +48.0% |
| All | +43.2% | +16.6% | +26.6% | +48.0% |
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