+258.5%
OKE vs GPN
+28.5%
+230.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +1.2% | -4.3% | +5.6% | +3.0% |
| 30D | +4.5% | 0.0% | +4.5% | +4.1% |
| 3M | +9.6% | +35.8% | -26.2% | -5.1% |
| 6M | +15.4% | +22.0% | -6.6% | +3.0% |
| YTD | +36.5% | +15.2% | +21.3% | +23.5% |
| 1Y | +39.0% | +3.5% | +35.5% | +31.3% |
| 3Y | +74.3% | -26.9% | +101.2% | +86.1% |
| 5Y | +141.2% | -44.2% | +185.4% | +184.4% |
| All | +258.5% | +28.5% | +230.0% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling