+205.1%
CVX vs GD
+168.5%
+36.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | -0.8% | +9.5% | -10.3% | -6.4% |
| 3M | +9.4% | -5.8% | +15.2% | +13.3% |
| 6M | +17.5% | +7.7% | +9.8% | +10.7% |
| YTD | +43.8% | +11.1% | +32.8% | +31.4% |
| 1Y | +41.9% | +6.1% | +35.8% | +33.5% |
| 3Y | +69.1% | +59.8% | +9.3% | +16.3% |
| 5Y | +128.3% | +104.6% | +23.7% | +27.1% |
| All | +205.1% | +168.5% | +36.6% | +44.6% |
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