+2.0%
OXY vs GD
+189.7%
-187.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.7% |
| 7D | -0.5% | -3.5% | +3.0% | +2.5% |
| 30D | +8.5% | -9.0% | +17.5% | +17.3% |
| 3M | +6.0% | +5.1% | +0.9% | +0.3% |
| 6M | +13.0% | -1.0% | +14.0% | +11.3% |
| YTD | +48.9% | +7.3% | +41.6% | +35.8% |
| 1Y | +36.4% | +12.4% | +24.0% | +18.7% |
| 3Y | -2.3% | +73.7% | -76.0% | -45.9% |
| 5Y | +160.6% | +93.8% | +66.9% | +27.0% |
| 10Y | +2.0% | +190.6% | -188.6% | -61.8% |
| All | +2.0% | +189.7% | -187.7% | -61.8% |
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