+74.3%
OKE vs GPC
-2.2%
+76.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.6% |
| 30D | +4.5% | +0.5% | +4.0% | +4.4% |
| 3M | +9.6% | +31.7% | -22.1% | +5.3% |
| 6M | +15.4% | +24.7% | -9.3% | +11.7% |
| YTD | +36.5% | +11.8% | +24.7% | +33.9% |
| 1Y | +39.0% | -3.0% | +41.9% | +40.1% |
| 3Y | +74.3% | -1.1% | +75.4% | +68.8% |
| All | +74.3% | -2.2% | +76.5% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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