+16,116.0%
OKE vs GPC
+2,270.7%
+13,845.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.5% |
| 7D | +1.9% | +0.2% | +1.7% | +1.7% |
| 30D | +12.8% | -0.4% | +13.2% | +12.8% |
| 3M | +11.9% | +39.2% | -27.2% | -5.5% |
| 6M | +14.9% | +18.2% | -3.4% | +3.8% |
| YTD | +37.7% | +12.1% | +25.6% | +26.2% |
| 1Y | +44.1% | -0.7% | +44.7% | +39.6% |
| 3Y | +75.3% | -1.7% | +76.9% | +62.5% |
| 5Y | +144.0% | +29.3% | +114.7% | +94.5% |
| 10Y | +249.7% | +80.7% | +169.1% | +135.2% |
| All | +16,116.0% | +2,270.7% | +13,845.3% | +4,330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling