+1,332.5%
OXY vs GSK
+1,705.8%
-373.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +2.1% |
| 30D | +11.6% | -2.2% | +13.8% | +12.2% |
| 3M | +2.8% | -1.8% | +4.6% | +3.0% |
| 6M | +13.0% | -10.6% | +23.7% | +15.7% |
| YTD | +47.4% | +4.4% | +43.0% | +43.7% |
| 1Y | +31.5% | +30.4% | +1.1% | +19.6% |
| 3Y | -1.9% | +60.1% | -62.0% | -17.9% |
| 5Y | +148.0% | +46.8% | +101.2% | +110.0% |
| 10Y | +2.3% | +79.2% | -77.0% | -18.3% |
| All | +1,332.5% | +1,705.8% | -373.4% | +636.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling