+6.4%
OXY vs GIS
-19.5%
+25.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.8% | -6.4% | +9.2% | +3.6% |
| 30D | +5.5% | -6.1% | +11.6% | +6.1% |
| 3M | +11.3% | +7.8% | +3.5% | +10.0% |
| 6M | +11.6% | -8.8% | +20.4% | +12.6% |
| YTD | +51.6% | -19.1% | +70.7% | +55.3% |
| 1Y | +36.2% | -24.8% | +61.0% | +40.8% |
| 3Y | +1.7% | -37.6% | +39.3% | +7.1% |
| 5Y | +164.5% | -25.4% | +189.9% | +169.4% |
| All | +6.4% | -19.5% | +25.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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