+722.8%
GLD vs OXY
+262.7%
+460.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -4.4% | -6.4% | +1.9% | -4.2% |
| 3M | -8.9% | -2.6% | -6.3% | -8.9% |
| 6M | -16.0% | +4.8% | -20.8% | -16.4% |
| YTD | -7.9% | +41.2% | -49.0% | -10.1% |
| 1Y | -3.9% | +39.5% | -43.4% | -6.1% |
| 3Y | +103.4% | -0.8% | +104.3% | +101.6% |
| 5Y | +109.7% | +91.6% | +18.2% | +98.5% |
| 10Y | +211.8% | +15.7% | +196.1% | +197.9% |
| All | +722.8% | +262.7% | +460.1% | +490.4% |
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