+248.3%
XOM vs GS
+185.3%
+63.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +0.9% | +0.8% | +1.5% |
| 30D | +5.9% | -1.6% | +7.4% | +6.1% |
| 3M | +5.6% | -4.5% | +10.0% | +6.1% |
| 6M | +7.9% | +20.9% | -13.0% | +1.5% |
| YTD | +35.2% | +19.9% | +15.3% | +26.7% |
| 1Y | +46.0% | +41.4% | +4.6% | +29.2% |
| 3Y | +55.0% | +239.2% | -184.1% | -3.1% |
| All | +248.3% | +185.3% | +63.1% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling