+9.5%
OXY vs GD
+185.2%
-175.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -3.0% |
| 7D | -8.2% | -3.0% | -5.1% | -5.8% |
| 30D | -7.2% | +9.3% | -16.5% | -14.1% |
| 3M | +0.2% | -7.2% | +7.4% | +6.2% |
| 6M | +6.1% | +5.5% | +0.7% | -0.7% |
| YTD | +37.5% | +9.5% | +28.0% | +22.8% |
| 1Y | +37.7% | +6.4% | +31.2% | +25.8% |
| 3Y | -2.8% | +59.8% | -62.6% | -41.6% |
| 5Y | +77.6% | +98.0% | -20.3% | -15.8% |
| 10Y | +9.5% | +177.4% | -167.9% | -54.2% |
| All | +9.5% | +185.2% | -175.7% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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