+70.7%
OXY vs FGI
-66.3%
+137.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.2% | +1.9% |
| 7D | +3.6% | +13.5% | -9.9% | +3.4% |
| 30D | -5.3% | +17.1% | -22.4% | -5.5% |
| 3M | +0.2% | +78.0% | -77.8% | -1.5% |
| 6M | +4.7% | +46.4% | -41.7% | +3.1% |
| YTD | +44.0% | +47.7% | -3.7% | +39.7% |
| 1Y | +42.1% | +56.8% | -14.7% | +36.3% |
| 3Y | +1.2% | +12.3% | -11.1% | -6.2% |
| All | +70.7% | -66.3% | +137.0% | +62.2% |
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