+46.0%
XOM vs GTLB
+14.4%
+31.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.6% |
| 7D | +1.8% | +11.1% | -9.3% | +2.2% |
| 30D | +5.9% | +37.8% | -32.0% | +7.2% |
| 3M | +5.6% | +61.6% | -56.0% | +7.7% |
| 6M | +7.9% | +98.9% | -91.1% | +10.8% |
| YTD | +35.2% | +32.8% | +2.4% | +36.7% |
| 1Y | +46.0% | +14.7% | +31.3% | +47.2% |
| All | +46.0% | +14.4% | +31.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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