+843.5%
OXY vs GME
+1,066.0%
-222.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +8.5% | -1.4% | +9.9% | +8.6% |
| 3M | +6.0% | -15.1% | +21.1% | +7.2% |
| 6M | +13.0% | -22.5% | +35.5% | +14.7% |
| YTD | +48.9% | -5.9% | +54.8% | +48.8% |
| 1Y | +36.4% | -18.6% | +55.1% | +37.7% |
| 3Y | -2.3% | +6.7% | -9.0% | -13.1% |
| 5Y | +160.6% | -62.0% | +222.6% | +139.0% |
| 10Y | +2.0% | +239.5% | -237.5% | -63.9% |
| All | +843.5% | +1,066.0% | -222.5% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling