+209.5%
CVX vs GD
+165.4%
+44.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +2.1% |
| 7D | +1.6% | +1.9% | -0.3% | +0.4% |
| 30D | -0.6% | +9.2% | -9.9% | -6.2% |
| 3M | +11.0% | -7.5% | +18.5% | +16.2% |
| 6M | +18.4% | +5.8% | +12.7% | +12.9% |
| YTD | +45.9% | +9.8% | +36.1% | +34.2% |
| 1Y | +46.7% | +5.8% | +40.9% | +38.2% |
| 3Y | +71.6% | +58.0% | +13.6% | +18.8% |
| 5Y | +131.4% | +100.4% | +31.0% | +30.7% |
| All | +209.5% | +165.4% | +44.0% | +47.7% |
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