+1,373.1%
OXY vs GFI
+650.5%
+722.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +2.8% | -4.9% | +7.7% | +3.3% |
| 30D | +5.5% | +10.7% | -5.3% | +4.3% |
| 3M | +11.3% | +25.6% | -14.3% | +8.3% |
| 6M | +11.6% | -8.3% | +19.9% | +11.0% |
| YTD | +51.6% | +6.3% | +45.3% | +47.8% |
| 1Y | +36.2% | +22.1% | +14.1% | +30.2% |
| 3Y | +1.7% | +289.2% | -287.5% | -16.2% |
| 5Y | +164.5% | +531.7% | -367.2% | +102.4% |
| 10Y | +6.1% | +1,043.8% | -1,037.7% | -30.3% |
| All | +1,373.1% | +650.5% | +722.6% | +784.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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