+650.5%
GS vs OKE
+248.9%
+401.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -0.1% | +6.1% | -6.1% | -2.4% |
| 3M | +0.2% | +10.4% | -10.3% | -4.3% |
| 6M | +24.8% | +14.2% | +10.6% | +16.7% |
| YTD | +18.8% | +35.3% | -16.6% | +3.1% |
| 1Y | +37.3% | +40.6% | -3.3% | +17.0% |
| 3Y | +237.9% | +72.2% | +165.7% | +165.0% |
| 5Y | +187.0% | +139.6% | +47.4% | +95.9% |
| 10Y | +650.5% | +259.1% | +391.4% | +311.0% |
| All | +650.5% | +248.9% | +401.6% | +311.0% |
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