+20.7%
GLD vs OXY
+36.8%
-16.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +0.1% | +0.6% | -0.5% | +0.2% |
| 30D | +0.2% | +4.5% | -4.3% | +0.4% |
| 3M | +3.2% | +8.9% | -5.7% | +3.6% |
| 6M | -14.6% | +12.5% | -27.1% | -15.8% |
| YTD | +1.8% | +50.5% | -48.7% | -4.4% |
| 1Y | +20.7% | +38.6% | -17.9% | +13.7% |
| All | +20.7% | +36.8% | -16.0% | +13.7% |
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