+1.2%
OXY vs GTLB
-10.3%
+11.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +1.4% | -4.1% | +5.4% | +1.5% |
| 30D | +4.0% | +12.3% | -8.3% | +3.5% |
| 3M | +7.6% | +65.9% | -58.3% | +5.2% |
| 6M | +16.2% | +104.0% | -87.8% | +12.1% |
| YTD | +50.8% | +26.0% | +24.8% | +49.1% |
| 1Y | +34.7% | -3.5% | +38.2% | +35.4% |
| All | +1.2% | -10.3% | +11.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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