-2.3%
OXY vs GPC
-2.2%
-0.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +8.5% | -0.4% | +8.9% | +8.5% |
| 3M | +6.0% | +39.2% | -33.2% | +1.3% |
| 6M | +13.0% | +18.2% | -5.3% | +11.0% |
| YTD | +48.9% | +12.1% | +36.8% | +47.0% |
| 1Y | +36.4% | -0.7% | +37.1% | +38.3% |
| 3Y | -2.3% | -1.7% | -0.6% | -6.2% |
| All | -2.3% | -2.2% | -0.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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