+123.2%
GLW vs OXY
+32.4%
+90.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.4% |
| 7D | +3.8% | +1.6% | +2.2% | +4.2% |
| 30D | -1.3% | +11.6% | -12.9% | +1.7% |
| 3M | -21.8% | +2.8% | -24.6% | -20.0% |
| 6M | +6.9% | +13.0% | -6.2% | +7.9% |
| YTD | +77.2% | +47.4% | +29.8% | +72.1% |
| 1Y | +123.2% | +31.5% | +91.8% | +125.2% |
| All | +123.2% | +32.4% | +90.9% | +125.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling