+91.8%
OXY vs GFS
-3.9%
+95.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | +8.5% | -16.4% | +24.9% | +10.6% |
| 3M | +6.0% | -41.6% | +47.6% | +12.4% |
| 6M | +13.0% | -3.7% | +16.7% | +10.0% |
| YTD | +48.9% | +29.3% | +19.6% | +36.6% |
| 1Y | +36.4% | +37.1% | -0.7% | +23.3% |
| 3Y | -2.3% | -22.1% | +19.8% | -5.8% |
| All | +91.8% | -3.9% | +95.8% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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