+1,788.2%
GS vs OXY
+1,107.3%
+680.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +0.8% | -8.2% | +9.0% | +3.7% |
| 30D | +1.2% | -7.2% | +8.5% | +3.5% |
| 3M | -12.4% | +0.2% | -12.6% | -13.1% |
| 6M | -2.3% | +6.1% | -8.4% | -5.9% |
| YTD | +4.6% | +37.5% | -32.9% | -9.8% |
| 1Y | +17.5% | +37.7% | -20.2% | +1.0% |
| 3Y | +202.0% | -2.8% | +204.8% | +187.6% |
| 5Y | +152.4% | +77.6% | +74.7% | +79.6% |
| 10Y | +478.5% | +9.5% | +469.1% | +281.8% |
| All | +1,788.2% | +1,107.3% | +680.9% | +636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling