+437.1%
GS vs OKE
+239.6%
+197.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +5.1% | +3.0% | +2.1% | +4.0% |
| 30D | +2.4% | -3.8% | +6.2% | +3.7% |
| 3M | -11.5% | -2.8% | -8.7% | -10.9% |
| 6M | -2.5% | +2.8% | -5.3% | -4.9% |
| YTD | +5.5% | +26.9% | -21.4% | -6.5% |
| 1Y | +11.0% | +35.4% | -24.3% | -4.3% |
| 3Y | +200.1% | +60.1% | +139.9% | +141.1% |
| 5Y | +154.7% | +84.0% | +70.7% | +91.2% |
| All | +437.1% | +239.6% | +197.5% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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