+96.1%
OKE vs GTLB
-50.1%
+146.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +1.2% | -5.7% | +6.9% | +1.6% |
| 30D | +4.5% | +15.1% | -10.7% | +3.3% |
| 3M | +9.6% | +65.5% | -55.8% | +5.4% |
| 6M | +15.4% | +102.9% | -87.5% | +8.7% |
| YTD | +36.5% | +25.2% | +11.3% | +33.1% |
| 1Y | +39.0% | -5.5% | +44.5% | +38.2% |
| 3Y | +74.3% | -10.9% | +85.2% | +70.1% |
| All | +96.1% | -50.1% | +146.3% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling