-21.1%
GIS vs OKE
+266.1%
-287.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.4% | +1.2% | -7.6% | -6.4% |
| 30D | -6.1% | +4.5% | -10.6% | -6.3% |
| 3M | +7.8% | +9.6% | -1.8% | +7.3% |
| 6M | -8.8% | +15.4% | -24.2% | -9.5% |
| YTD | -19.1% | +36.5% | -55.6% | -20.4% |
| 1Y | -24.8% | +39.0% | -63.7% | -26.1% |
| 3Y | -37.6% | +74.3% | -111.9% | -39.5% |
| 5Y | -25.4% | +141.2% | -166.6% | -28.7% |
| All | -21.1% | +266.1% | -287.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 10y: compounded portfolio wealth divided by compounded OKE 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…
10y analysis · Full analysis span regression · 6 months rolling