+1,347.0%
OXY vs GAP
+2,253.0%
-906.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.5% | +1.7% | -2.2% | -0.9% |
| 30D | +8.5% | +9.3% | -0.9% | +6.1% |
| 3M | +6.0% | +6.1% | -0.1% | +3.9% |
| 6M | +13.0% | -2.3% | +15.3% | +11.4% |
| YTD | +48.9% | -10.6% | +59.5% | +48.8% |
| 1Y | +36.4% | -4.4% | +40.9% | +33.5% |
| 3Y | -2.3% | +118.3% | -120.6% | -25.6% |
| 5Y | +160.6% | +12.2% | +148.4% | +116.8% |
| 10Y | +2.0% | +33.7% | -31.7% | -24.1% |
| All | +1,347.0% | +2,253.0% | -906.0% | +567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling