+36.2%
OXY vs GIS
-24.1%
+60.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.8% | -6.4% | +9.2% | +2.9% |
| 30D | +5.5% | -6.1% | +11.6% | +5.5% |
| 3M | +11.3% | +7.8% | +3.5% | +10.9% |
| 6M | +11.6% | -8.8% | +20.4% | +13.9% |
| YTD | +51.6% | -19.1% | +70.7% | +57.9% |
| 1Y | +36.2% | -24.8% | +61.0% | +43.1% |
| All | +36.2% | -24.1% | +60.3% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling