+162.6%
CVX vs GD
+97.9%
+64.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.5% |
| 7D | +3.3% | -5.3% | +8.6% | +5.6% |
| 30D | +12.9% | -6.4% | +19.3% | +16.0% |
| 3M | +11.7% | +5.7% | +6.0% | +8.5% |
| 6M | +14.1% | -0.9% | +15.1% | +13.9% |
| YTD | +40.7% | +8.2% | +32.5% | +34.0% |
| 1Y | +37.5% | +13.4% | +24.1% | +27.5% |
| 3Y | +43.9% | +68.5% | -24.6% | +5.5% |
| All | +162.6% | +97.9% | +64.7% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling