+147.9%
OXY vs GH
+20.8%
+127.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.8% | -2.5% | +5.3% | +3.0% |
| 30D | +5.5% | -4.7% | +10.1% | +5.7% |
| 3M | +11.3% | +20.2% | -8.9% | +9.9% |
| 6M | +11.6% | +78.8% | -67.2% | +7.3% |
| YTD | +51.6% | +54.1% | -2.5% | +46.9% |
| 1Y | +36.2% | +177.1% | -140.9% | +26.1% |
| 3Y | +1.7% | +371.6% | -369.9% | -10.7% |
| All | +147.9% | +20.8% | +127.1% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling