+105.8%
GLD vs OXY
-1.6%
+107.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.7% |
| 7D | +2.8% | -5.8% | +8.7% | +2.9% |
| 30D | -4.0% | -5.3% | +1.4% | -3.9% |
| 3M | -8.2% | -2.5% | -5.7% | -8.3% |
| 6M | -14.8% | +8.3% | -23.1% | -15.4% |
| YTD | -6.8% | +40.3% | -47.1% | -10.7% |
| 1Y | -2.4% | +38.8% | -41.2% | -6.4% |
| 3Y | +105.8% | -1.4% | +107.2% | +105.4% |
| All | +105.8% | -1.6% | +107.4% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling