+6.4%
OXY vs GNRC
+448.8%
-442.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +5.5% | -15.7% | +21.2% | +9.3% |
| 3M | +11.3% | -27.3% | +38.6% | +18.1% |
| 6M | +11.6% | -12.1% | +23.7% | +11.3% |
| YTD | +51.6% | +37.1% | +14.4% | +33.8% |
| 1Y | +36.2% | -0.5% | +36.7% | +29.1% |
| 3Y | +1.7% | +61.5% | -59.8% | -18.6% |
| 5Y | +164.5% | -58.6% | +223.0% | +203.7% |
| All | +6.4% | +448.8% | -442.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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