+1,704.0%
GS vs OXY
+1,120.7%
+583.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | -11.9% | +8.7% | +0.8% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | -15.7% | +1.1% | -16.8% | -16.7% |
| 6M | -6.8% | +3.2% | -10.0% | -9.3% |
| YTD | -0.1% | +39.0% | -39.1% | -14.2% |
| 1Y | +12.1% | +42.7% | -30.6% | -4.8% |
| 3Y | +185.8% | -3.5% | +189.3% | +172.9% |
| 5Y | +140.1% | +81.3% | +58.7% | +69.7% |
| 10Y | +505.2% | +11.2% | +494.1% | +297.2% |
| All | +1,704.0% | +1,120.7% | +583.3% | +601.2% |
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 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