+816.6%
GLD vs OKE
+2,196.0%
-1,379.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | +9.4% | -5.0% | +4.1% |
| 3M | -1.1% | +8.6% | -9.7% | -1.4% |
| 6M | -13.8% | +15.3% | -29.1% | -14.3% |
| YTD | +2.6% | +34.8% | -32.1% | +1.4% |
| 1Y | +24.5% | +35.3% | -10.8% | +23.0% |
| 3Y | +125.8% | +69.5% | +56.4% | +120.9% |
| 5Y | +137.8% | +135.2% | +2.6% | +129.6% |
| 10Y | +221.4% | +261.7% | -40.3% | +199.8% |
| All | +816.6% | +2,196.0% | -1,379.4% | +638.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling