+72.9%
XOM vs GS
+183.4%
-110.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | -3.2% | -8.2% | -11.2% |
| 30D | +1.1% | -2.4% | +3.5% | +1.2% |
| 3M | +7.8% | -15.7% | +23.6% | +9.4% |
| 6M | +13.0% | -6.8% | +19.8% | +12.6% |
| YTD | +40.6% | -0.1% | +40.7% | +37.4% |
| 1Y | +49.1% | +12.1% | +37.0% | +41.2% |
| 3Y | +72.9% | +185.8% | -112.9% | +22.3% |
| All | +72.9% | +183.4% | -110.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling