+4,542.6%
GLW vs OXY
+1,363.1%
+3,179.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +3.8% | +1.6% | +2.2% | +3.3% |
| 30D | -1.3% | +11.6% | -12.9% | -4.4% |
| 3M | -21.8% | +2.8% | -24.6% | -22.9% |
| 6M | +6.9% | +13.0% | -6.2% | +1.1% |
| YTD | +77.2% | +47.4% | +29.8% | +54.7% |
| 1Y | +123.2% | +31.5% | +91.8% | +100.7% |
| 3Y | +400.0% | -1.9% | +401.9% | +378.3% |
| 5Y | +342.8% | +148.0% | +194.8% | +205.6% |
| 10Y | +771.4% | +2.3% | +769.1% | +538.1% |
| All | +4,542.6% | +1,363.1% | +3,179.5% | +1,823.8% |
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 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