+6.4%
OXY vs GME
+285.6%
-279.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | +2.8% | +10.4% | -7.6% | +2.4% |
| 30D | +5.5% | +14.1% | -8.6% | +4.8% |
| 3M | +11.3% | -4.6% | +16.0% | +11.5% |
| 6M | +11.6% | -13.5% | +25.1% | +12.1% |
| YTD | +51.6% | +5.3% | +46.2% | +50.7% |
| 1Y | +36.2% | -14.9% | +51.1% | +36.7% |
| 3Y | +1.7% | +24.3% | -22.6% | -5.7% |
| 5Y | +164.5% | -55.6% | +220.0% | +150.0% |
| All | +6.4% | +285.6% | -279.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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