-17.3%
OXY vs GLDM
+219.1%
-236.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +1.1% | -4.3% | +5.4% | +1.3% |
| 6M | +3.2% | -13.4% | +16.6% | +4.1% |
| YTD | +39.0% | -5.8% | +44.8% | +38.8% |
| 1Y | +42.7% | +2.1% | +40.6% | +41.2% |
| 3Y | -3.5% | +105.0% | -108.6% | -10.3% |
| 5Y | +81.3% | +122.5% | -41.2% | +67.7% |
| All | -17.3% | +219.1% | -236.4% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling