-12.3%
OXY vs GLDM
+248.1%
-260.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +11.6% | +4.4% | +7.2% | +11.3% |
| 3M | +2.8% | -1.1% | +3.9% | +2.9% |
| 6M | +13.0% | -13.7% | +26.7% | +14.6% |
| YTD | +47.4% | +2.8% | +44.6% | +46.5% |
| 1Y | +31.5% | +24.8% | +6.6% | +28.0% |
| 3Y | -1.9% | +127.8% | -129.8% | -9.4% |
| 5Y | +148.0% | +141.1% | +6.8% | +128.0% |
| All | -12.3% | +248.1% | -260.5% | -7.6% |
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