+1,251.3%
OXY vs GD
+19,982.5%
-18,731.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | -11.9% | -5.0% | -6.9% | -9.9% |
| 30D | -3.1% | +8.9% | -12.1% | -6.8% |
| 3M | +1.1% | -8.0% | +9.1% | +4.7% |
| 6M | +3.2% | +2.9% | +0.3% | +1.1% |
| YTD | +39.0% | +7.1% | +32.0% | +33.2% |
| 1Y | +42.7% | +5.9% | +36.8% | +37.2% |
| 3Y | -3.5% | +53.9% | -57.4% | -22.2% |
| 5Y | +81.3% | +95.4% | -14.1% | +32.3% |
| 10Y | +11.2% | +193.5% | -182.3% | -27.7% |
| All | +1,251.3% | +19,982.5% | -18,731.2% | +387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling