+198.8%
GS vs OXY
+1.0%
+197.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -1.7% |
| 7D | +5.1% | +3.6% | +1.5% | +4.7% |
| 30D | +2.4% | -5.3% | +7.7% | +3.0% |
| 3M | -11.5% | +0.2% | -11.7% | -11.8% |
| 6M | -2.5% | +4.7% | -7.3% | -3.7% |
| YTD | +5.5% | +44.0% | -38.6% | -7.4% |
| 1Y | +11.0% | +42.1% | -31.0% | -2.2% |
| All | +198.8% | +1.0% | +197.8% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling