+526.0%
GLW vs OXY
+19.5%
+506.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | +7.7% | +4.2% | +3.5% | +6.8% |
| 30D | -18.8% | -4.3% | -14.5% | -18.2% |
| 3M | -27.7% | +2.3% | -30.0% | -28.3% |
| 6M | -44.4% | +5.5% | -50.0% | -45.5% |
| YTD | +31.3% | +44.9% | -13.6% | +18.5% |
| 1Y | +40.0% | +42.6% | -2.5% | +26.7% |
| 3Y | +339.2% | +0.7% | +338.5% | +322.0% |
| 5Y | +229.2% | +96.9% | +132.3% | +162.8% |
| All | +526.0% | +19.5% | +506.5% | +420.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling