+732.3%
GLD vs OXY
+260.6%
+471.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.8% |
| 7D | +2.8% | -5.8% | +8.7% | +3.1% |
| 30D | -4.0% | -5.3% | +1.4% | -3.7% |
| 3M | -8.2% | -2.5% | -5.7% | -8.2% |
| 6M | -14.8% | +8.3% | -23.1% | -15.4% |
| YTD | -6.8% | +40.3% | -47.1% | -9.0% |
| 1Y | -2.4% | +38.8% | -41.2% | -4.6% |
| 3Y | +105.8% | -1.4% | +107.2% | +104.0% |
| 5Y | +113.3% | +92.2% | +21.1% | +101.8% |
| 10Y | +208.4% | +13.7% | +194.7% | +195.2% |
| All | +732.3% | +260.6% | +471.7% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling