+137.1%
GLD vs OKE
+136.3%
+0.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.4% | 0.0% | -3.3% | -3.4% |
| 30D | -1.1% | +4.6% | -5.7% | -1.4% |
| 3M | +5.8% | +6.9% | -1.1% | +5.4% |
| 6M | -17.1% | +15.8% | -32.8% | -18.1% |
| YTD | 0.0% | +35.2% | -35.2% | -2.4% |
| 1Y | +18.2% | +37.6% | -19.4% | +15.2% |
| 3Y | +122.6% | +72.0% | +50.5% | +111.2% |
| 5Y | +137.1% | +139.0% | -1.9% | +129.0% |
| All | +137.1% | +136.3% | +0.8% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling