-10.9%
OXY vs GH
+486.6%
-497.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +4.5% | -2.6% | +7.2% | +4.8% |
| 3M | +8.9% | +25.1% | -16.2% | +6.0% |
| 6M | +12.5% | +78.5% | -66.0% | +4.8% |
| YTD | +50.5% | +59.4% | -8.9% | +41.6% |
| 1Y | +38.6% | +173.9% | -135.2% | +21.7% |
| 3Y | -1.2% | +382.7% | -384.0% | -21.8% |
| 5Y | +161.6% | +24.4% | +137.2% | +135.4% |
| All | -10.9% | +486.6% | -497.4% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling