-10.2%
OXY vs GH
+467.1%
-477.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +2.8% | -2.5% | +5.3% | +3.1% |
| 30D | +5.5% | -4.7% | +10.1% | +5.9% |
| 3M | +11.3% | +20.2% | -8.9% | +8.8% |
| 6M | +11.6% | +78.8% | -67.2% | +3.9% |
| YTD | +51.6% | +54.1% | -2.5% | +43.0% |
| 1Y | +36.2% | +177.1% | -140.9% | +19.4% |
| 3Y | +1.7% | +371.6% | -369.9% | -19.3% |
| 5Y | +164.5% | +21.9% | +142.6% | +138.1% |
| All | -10.2% | +467.1% | -477.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling