+438.8%
GS vs OXY
+19.5%
+419.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.9% | +4.2% | +1.7% | +4.8% |
| 30D | +4.3% | -4.3% | +8.6% | +5.2% |
| 3M | -11.7% | +2.3% | -13.9% | -12.6% |
| 6M | -3.2% | +5.5% | -8.7% | -5.5% |
| YTD | +5.8% | +44.9% | -39.1% | -6.6% |
| 1Y | +16.0% | +42.6% | -26.6% | +2.7% |
| 3Y | +199.8% | +0.7% | +199.0% | +187.0% |
| 5Y | +155.5% | +96.9% | +58.7% | +94.4% |
| All | +438.8% | +19.5% | +419.3% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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