-4.3%
OXY vs GD
+68.4%
-72.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.3% |
| 7D | +1.6% | -5.3% | +6.8% | +3.6% |
| 30D | +11.6% | -6.4% | +18.0% | +14.3% |
| 3M | +2.8% | +5.7% | -2.9% | -0.1% |
| 6M | +13.0% | -0.9% | +14.0% | +12.9% |
| YTD | +47.4% | +8.2% | +39.2% | +40.5% |
| 1Y | +31.5% | +13.4% | +18.1% | +22.2% |
| All | -4.3% | +68.4% | -72.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling