+1.7%
OXY vs GSK
+47.2%
-45.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -3.5% | +6.4% | +2.9% |
| 30D | +5.5% | -3.4% | +8.9% | +5.5% |
| 3M | +11.3% | -8.1% | +19.4% | +11.5% |
| 6M | +11.6% | -11.1% | +22.7% | +11.9% |
| YTD | +51.6% | +0.7% | +50.8% | +49.5% |
| 1Y | +36.2% | +20.1% | +16.1% | +32.3% |
| 3Y | +1.7% | +46.1% | -44.4% | -3.1% |
| All | +1.7% | +47.2% | -45.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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