-3.5%
OXY vs GLDM
+104.2%
-107.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -11.9% | +4.7% | -16.6% | -12.1% |
| 30D | -3.1% | -0.9% | -2.3% | -3.0% |
| 3M | +1.1% | -4.3% | +5.4% | +1.3% |
| 6M | +3.2% | -13.4% | +16.6% | +4.6% |
| YTD | +39.0% | -5.8% | +44.8% | +37.1% |
| 1Y | +42.7% | +2.1% | +40.6% | +37.9% |
| 3Y | -3.5% | +105.0% | -108.6% | -30.1% |
| All | -3.5% | +104.2% | -107.7% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 3y: compounded portfolio wealth divided by compounded GLDM 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…
3y analysis · Full analysis span regression · 6 months rolling