+40.7%
OXY vs GLXY
-38.8%
+79.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.5% |
| 7D | +4.2% | +5.3% | -1.1% | +4.3% |
| 30D | -4.3% | -19.8% | +15.5% | -4.6% |
| 3M | +2.3% | -31.4% | +33.6% | +1.7% |
| 6M | +5.5% | -53.3% | +58.9% | +4.5% |
| YTD | +44.9% | -35.7% | +80.6% | +43.1% |
| 1Y | +42.6% | -47.2% | +89.8% | +41.4% |
| All | +40.7% | -38.8% | +79.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling