-8.1%
GLD vs OXY
+44.0%
-52.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.6% |
| 7D | -5.5% | +3.6% | -9.1% | -5.2% |
| 30D | -7.0% | -5.3% | -1.7% | -7.3% |
| 3M | -12.4% | +0.2% | -12.6% | -12.3% |
| 6M | -18.0% | +4.7% | -22.8% | -17.8% |
| YTD | -10.5% | +44.0% | -54.5% | -17.9% |
| 1Y | -8.1% | +42.1% | -50.1% | -15.6% |
| All | -8.1% | +44.0% | -52.1% | -15.6% |
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