+4,683.6%
CVX vs GD
+20,186.5%
-15,502.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | +3.3% | -5.3% | +8.6% | +5.4% |
| 30D | +12.9% | -6.4% | +19.3% | +15.6% |
| 3M | +11.7% | +5.7% | +6.0% | +9.0% |
| 6M | +14.1% | -0.9% | +15.1% | +13.7% |
| YTD | +40.7% | +8.2% | +32.5% | +35.4% |
| 1Y | +37.5% | +13.4% | +24.1% | +29.8% |
| 3Y | +43.9% | +68.5% | -24.6% | +16.1% |
| 5Y | +161.5% | +97.2% | +64.3% | +98.7% |
| 10Y | +215.1% | +190.2% | +24.9% | +110.7% |
| All | +4,683.6% | +20,186.5% | -15,502.9% | +1,736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling