+448.8%
GS vs OKE
+227.1%
+221.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +1.6% | -5.0% | +6.5% | +3.5% |
| 30D | +1.7% | -1.6% | +3.3% | +2.1% |
| 3M | -11.6% | -2.2% | -9.4% | -11.3% |
| 6M | -1.9% | +5.0% | -6.9% | -5.1% |
| YTD | +5.1% | +24.8% | -19.7% | -6.3% |
| 1Y | +16.4% | +35.1% | -18.6% | +0.4% |
| 3Y | +199.0% | +57.5% | +141.5% | +141.8% |
| 5Y | +157.4% | +81.5% | +75.9% | +94.2% |
| All | +448.8% | +227.1% | +221.8% | +208.1% |
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