+152.4%
GS vs OKE
+73.1%
+79.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.7% | +4.3% |
| 7D | +0.8% | -7.1% | +7.9% | +3.7% |
| 30D | +1.2% | -3.2% | +4.4% | +2.2% |
| 3M | -12.4% | +0.6% | -13.0% | -13.2% |
| 6M | -2.3% | +3.3% | -5.6% | -5.4% |
| YTD | +4.6% | +22.8% | -18.2% | -8.4% |
| 1Y | +17.5% | +32.5% | -15.0% | -1.4% |
| 3Y | +202.0% | +56.2% | +145.8% | +131.9% |
| 5Y | +152.4% | +73.6% | +78.7% | +78.0% |
| All | +152.4% | +73.1% | +79.3% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling