+91.5%
OKE vs GFS
-2.1%
+93.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | +3.2% | -3.2% | -0.4% |
| 30D | +4.6% | -9.6% | +14.2% | +5.8% |
| 3M | +6.9% | -38.5% | +45.4% | +12.9% |
| 6M | +15.8% | -1.3% | +17.1% | +12.2% |
| YTD | +35.2% | +31.8% | +3.4% | +23.6% |
| 1Y | +37.6% | +44.6% | -7.0% | +23.1% |
| 3Y | +72.0% | -20.6% | +92.7% | +65.8% |
| All | +91.5% | -2.1% | +93.6% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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