+130.0%
CVX vs GAP
+2.1%
+127.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.7% |
| 7D | +3.4% | -1.9% | +5.3% | +3.6% |
| 30D | -1.0% | -7.1% | +6.1% | -0.5% |
| 3M | +12.2% | +4.1% | +8.1% | +11.4% |
| 6M | +20.3% | +1.9% | +18.4% | +19.3% |
| YTD | +48.3% | -15.2% | +63.5% | +48.8% |
| 1Y | +46.9% | -10.6% | +57.5% | +46.4% |
| 3Y | +73.1% | +74.6% | -1.5% | +55.1% |
| All | +130.0% | +2.1% | +127.9% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling