+258.5%
OKE vs GSK
+80.1%
+178.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -3.5% | +4.8% | +2.6% |
| 30D | +4.5% | -3.4% | +7.9% | +5.7% |
| 3M | +9.6% | -8.1% | +17.7% | +12.7% |
| 6M | +15.4% | -11.1% | +26.5% | +19.5% |
| YTD | +36.5% | +0.7% | +35.7% | +33.6% |
| 1Y | +39.0% | +20.1% | +18.8% | +25.5% |
| 3Y | +74.3% | +46.1% | +28.2% | +37.6% |
| 5Y | +141.2% | +48.2% | +93.0% | +81.3% |
| All | +258.5% | +80.1% | +178.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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