+1.2%
OXY vs GME
+14.2%
-13.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.2% |
| 7D | +1.4% | +6.0% | -4.7% | +1.3% |
| 30D | +4.0% | +8.3% | -4.3% | +3.9% |
| 3M | +7.6% | -9.1% | +16.7% | +7.7% |
| 6M | +16.2% | -16.3% | +32.5% | +16.4% |
| YTD | +50.8% | +1.5% | +49.3% | +50.5% |
| 1Y | +34.7% | -16.3% | +51.0% | +34.9% |
| All | +1.2% | +14.2% | -13.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling