+438.8%
GS vs OKE
+243.0%
+195.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +5.9% | +5.4% | +0.5% | +3.8% |
| 30D | +4.3% | -1.3% | +5.6% | +4.6% |
| 3M | -11.7% | -2.0% | -9.6% | -11.4% |
| 6M | -3.2% | +3.4% | -6.6% | -5.7% |
| YTD | +5.8% | +28.2% | -22.4% | -6.6% |
| 1Y | +16.0% | +35.7% | -19.6% | 0.0% |
| 3Y | +199.8% | +61.0% | +138.8% | +140.4% |
| 5Y | +155.5% | +85.8% | +69.7% | +91.1% |
| All | +438.8% | +243.0% | +195.8% | +197.1% |
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