+163.2%
OXY vs GAP
+3.0%
+160.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +1.4% | -6.3% | +7.7% | +2.2% |
| 30D | +4.0% | -0.2% | +4.3% | +3.8% |
| 3M | +7.6% | 0.0% | +7.6% | +7.1% |
| 6M | +16.2% | -8.1% | +24.3% | +16.1% |
| YTD | +50.8% | -16.5% | +67.3% | +52.3% |
| 1Y | +34.7% | -10.5% | +45.2% | +33.9% |
| 3Y | -1.0% | +104.0% | -105.0% | -17.9% |
| 5Y | +163.2% | +6.8% | +156.4% | +138.1% |
| All | +163.2% | +3.0% | +160.2% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling