+219.2%
CVX vs GAP
+31.2%
+188.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | +2.6% | -4.1% | +6.7% | +3.4% |
| 30D | +9.8% | +6.2% | +3.6% | +8.3% |
| 3M | +16.2% | -0.7% | +16.9% | +15.7% |
| 6M | +13.6% | -7.1% | +20.7% | +13.4% |
| YTD | +44.4% | -14.1% | +58.4% | +45.4% |
| 1Y | +40.6% | -8.5% | +49.1% | +38.9% |
| 3Y | +48.2% | +115.4% | -67.2% | +12.3% |
| 5Y | +172.3% | +9.8% | +162.4% | +127.4% |
| All | +219.2% | +31.2% | +188.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling