+37.1%
OXY vs GLXY
-32.0%
+69.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.2% | -12.6% | +0.8% |
| 7D | -0.2% | +14.3% | -14.5% | +0.1% |
| 30D | -6.4% | -19.6% | +13.3% | -6.6% |
| 3M | -2.6% | -20.7% | +18.0% | -2.9% |
| 6M | +4.8% | -49.6% | +54.4% | +3.9% |
| YTD | +41.2% | -28.6% | +69.7% | +39.6% |
| 1Y | +39.5% | -48.0% | +87.5% | +38.9% |
| All | +37.1% | -32.0% | +69.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling