+138.9%
GLD vs OXY
+150.1%
-11.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +0.3% | +8.5% | -8.2% | 0.0% |
| 3M | +0.6% | +6.0% | -5.4% | +0.3% |
| 6M | -15.6% | +13.0% | -28.6% | -16.4% |
| YTD | +0.9% | +48.9% | -48.0% | -1.8% |
| 1Y | +19.4% | +36.4% | -17.0% | +16.7% |
| 3Y | +124.5% | -2.3% | +126.8% | +122.4% |
| 5Y | +138.9% | +160.6% | -21.7% | +137.3% |
| All | +138.9% | +150.1% | -11.2% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling