+15,968.0%
OKE vs GFI
+650.5%
+15,317.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +1.2% | -4.9% | +6.1% | +1.6% |
| 30D | +4.5% | +10.7% | -6.2% | +3.7% |
| 3M | +9.6% | +25.6% | -16.0% | +7.5% |
| 6M | +15.4% | -8.3% | +23.6% | +15.1% |
| YTD | +36.5% | +6.3% | +30.2% | +34.3% |
| 1Y | +39.0% | +22.1% | +16.9% | +34.8% |
| 3Y | +74.3% | +289.2% | -214.9% | +52.9% |
| 5Y | +141.2% | +531.7% | -390.5% | +100.9% |
| 10Y | +262.1% | +1,043.8% | -781.7% | +176.7% |
| All | +15,968.0% | +650.5% | +15,317.5% | +11,778.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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