+55.0%
XOM vs GS
+239.2%
-184.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +0.9% | +0.8% | +1.7% |
| 30D | +5.9% | -1.6% | +7.4% | +6.0% |
| 3M | +5.6% | -4.5% | +10.0% | +5.9% |
| 6M | +7.9% | +20.9% | -13.0% | +4.1% |
| YTD | +35.2% | +19.9% | +15.3% | +30.0% |
| 1Y | +46.0% | +41.4% | +4.6% | +34.2% |
| All | +55.0% | +239.2% | -184.2% | +14.1% |
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 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