+188.9%
GS vs OKE
+142.5%
+46.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | +3.4% | +1.9% | +1.5% | +2.6% |
| 30D | +0.2% | +12.8% | -12.6% | -4.8% |
| 3M | -0.3% | +11.9% | -12.3% | -5.6% |
| 6M | +27.4% | +14.9% | +12.5% | +17.8% |
| YTD | +19.6% | +37.7% | -18.1% | +0.5% |
| 1Y | +42.5% | +44.1% | -1.6% | +16.4% |
| 3Y | +240.4% | +75.3% | +165.2% | +150.5% |
| 5Y | +188.9% | +144.0% | +44.9% | +72.9% |
| All | +188.9% | +142.5% | +46.4% | +72.9% |
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