+802.7%
XOM vs GS
+1,570.5%
-767.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | -3.2% | -8.2% | -10.7% |
| 30D | +1.1% | -2.4% | +3.5% | +1.6% |
| 3M | +7.8% | -15.7% | +23.6% | +12.7% |
| 6M | +13.0% | -6.8% | +19.8% | +13.6% |
| YTD | +40.6% | -0.1% | +40.7% | +37.1% |
| 1Y | +49.1% | +12.1% | +37.0% | +40.1% |
| 3Y | +72.9% | +185.8% | -112.9% | +20.4% |
| 5Y | +204.0% | +140.1% | +63.9% | +120.3% |
| 10Y | +205.7% | +505.2% | -299.5% | +69.3% |
| All | +802.7% | +1,570.5% | -767.8% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling