+105.0%
OXY vs GTLB
-50.8%
+155.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +0.6% | -6.6% | +7.2% | +1.0% |
| 30D | +4.5% | +13.7% | -9.2% | +3.8% |
| 3M | +8.9% | +52.9% | -44.0% | +6.4% |
| 6M | +12.5% | +88.5% | -76.0% | +8.4% |
| YTD | +50.5% | +23.4% | +27.0% | +48.0% |
| 1Y | +38.6% | -3.8% | +42.4% | +38.1% |
| 3Y | -1.2% | -11.5% | +10.3% | -2.7% |
| All | +105.0% | -50.8% | +155.9% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling