+394.5%
GLW vs OXY
+164.6%
+229.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +16.9% | +0.6% | +16.2% | +16.8% |
| 30D | +7.0% | +4.5% | +2.5% | +6.4% |
| 3M | -3.0% | +8.9% | -11.9% | -4.1% |
| 6M | +31.0% | +12.5% | +18.5% | +27.4% |
| YTD | +93.4% | +50.5% | +42.9% | +77.5% |
| 1Y | +134.7% | +38.6% | +96.1% | +118.5% |
| 3Y | +471.8% | -1.2% | +473.0% | +455.4% |
| 5Y | +394.5% | +161.6% | +232.8% | +307.3% |
| All | +394.5% | +164.6% | +229.9% | +307.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling