+1,362.5%
OXY vs GIS
+1,457.4%
-94.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.6% | -8.6% | +9.2% | +3.1% |
| 30D | +4.5% | -0.5% | +5.0% | +4.5% |
| 3M | +8.9% | +11.9% | -3.0% | +4.8% |
| 6M | +12.5% | -11.6% | +24.1% | +15.4% |
| YTD | +50.5% | -16.3% | +66.8% | +56.6% |
| 1Y | +38.6% | -21.8% | +60.4% | +46.8% |
| 3Y | -1.2% | -35.7% | +34.4% | +9.4% |
| 5Y | +161.6% | -22.9% | +184.5% | +169.3% |
| 10Y | +5.3% | -16.8% | +22.1% | +1.5% |
| All | +1,362.5% | +1,457.4% | -94.9% | +557.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling