+210.5%
CVX vs GD
+190.3%
+20.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.2% |
| 7D | +3.3% | -5.3% | +8.6% | +6.8% |
| 30D | +12.9% | -6.4% | +19.3% | +17.6% |
| 3M | +11.7% | +5.7% | +6.0% | +7.0% |
| 6M | +14.1% | -0.9% | +15.1% | +13.3% |
| YTD | +40.7% | +8.2% | +32.5% | +31.0% |
| 1Y | +37.5% | +13.4% | +24.1% | +23.5% |
| 3Y | +43.9% | +68.5% | -24.6% | -5.0% |
| 5Y | +161.5% | +97.2% | +64.3% | +50.3% |
| All | +210.5% | +190.3% | +20.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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