+68.3%
CVX vs GD
+58.6%
+9.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.1% | -1.5% |
| 7D | -7.5% | -3.0% | -4.4% | -6.6% |
| 30D | -0.6% | +9.3% | -9.9% | -3.1% |
| 3M | +14.0% | -7.2% | +21.2% | +16.4% |
| 6M | +18.1% | +5.5% | +12.7% | +15.6% |
| YTD | +42.2% | +9.5% | +32.7% | +36.4% |
| 1Y | +41.3% | +6.4% | +34.9% | +37.0% |
| 3Y | +68.3% | +59.8% | +8.5% | +36.1% |
| All | +68.3% | +58.6% | +9.8% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling