+76.4%
OXY vs FGI
-69.8%
+146.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | -0.5% | +5.2% | -5.6% | -0.6% |
| 30D | +8.5% | +65.2% | -56.7% | +6.8% |
| 3M | +6.0% | +30.2% | -24.2% | +4.7% |
| 6M | +13.0% | +87.8% | -74.8% | +8.5% |
| YTD | +48.9% | +32.5% | +16.4% | +44.7% |
| 1Y | +36.4% | +93.6% | -57.2% | +26.0% |
| 3Y | -2.3% | -2.6% | +0.3% | -9.2% |
| All | +76.4% | -69.8% | +146.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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