+2.8%
GLD vs OXY
+45.4%
-42.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.8% | +3.3% |
| 7D | -0.3% | -8.8% | +8.5% | -0.8% |
| 30D | -1.9% | -1.7% | -0.2% | -2.1% |
| 3M | -0.4% | +4.5% | -5.0% | -0.3% |
| 6M | -10.2% | -4.0% | -6.2% | -10.1% |
| YTD | -6.0% | +41.4% | -47.4% | -13.9% |
| 1Y | +2.8% | +45.9% | -43.1% | -6.2% |
| All | +2.8% | +45.4% | -42.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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