+816.6%
GLD vs OXY
+278.8%
+537.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +4.4% | +11.6% | -7.2% | +3.8% |
| 3M | -1.1% | +2.8% | -3.9% | -1.3% |
| 6M | -13.8% | +13.0% | -26.8% | -14.6% |
| YTD | +2.6% | +47.4% | -44.7% | 0.0% |
| 1Y | +24.5% | +31.5% | -7.0% | +22.1% |
| 3Y | +125.8% | -1.9% | +127.8% | +124.1% |
| 5Y | +137.8% | +148.0% | -10.2% | +121.7% |
| 10Y | +221.4% | +2.3% | +219.1% | +212.9% |
| All | +816.6% | +278.8% | +537.8% | +556.7% |
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 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