+76.7%
OXY vs GD
+94.5%
-17.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.4% |
| 7D | -11.9% | -5.0% | -6.9% | -9.3% |
| 30D | -3.1% | +8.9% | -12.1% | -7.7% |
| 3M | +1.1% | -8.0% | +9.1% | +5.7% |
| 6M | +3.2% | +2.9% | +0.3% | +0.2% |
| YTD | +39.0% | +7.1% | +32.0% | +30.4% |
| 1Y | +42.7% | +5.9% | +36.8% | +34.7% |
| 3Y | -3.5% | +53.9% | -57.4% | -32.7% |
| All | +76.7% | +94.5% | -17.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling