+1.0%
OXY vs GAP
+108.0%
-107.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.6% | +1.5% |
| 7D | +0.6% | -3.2% | +3.8% | +0.9% |
| 30D | +4.5% | -0.7% | +5.2% | +4.4% |
| 3M | +8.9% | -0.5% | +9.4% | +8.7% |
| 6M | +12.5% | -5.0% | +17.4% | +12.0% |
| YTD | +50.5% | -14.7% | +65.1% | +51.3% |
| 1Y | +38.6% | -8.6% | +47.3% | +37.6% |
| All | +1.0% | +108.0% | -107.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling