+4,782.9%
CVX vs GD
+20,112.4%
-15,329.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.0% |
| 7D | -8.0% | -3.9% | -4.1% | -6.6% |
| 30D | +2.6% | +8.1% | -5.5% | -0.4% |
| 3M | +15.2% | -6.8% | +22.0% | +18.1% |
| 6M | +12.5% | +3.0% | +9.5% | +10.7% |
| YTD | +43.6% | +7.8% | +35.8% | +38.3% |
| 1Y | +45.0% | +5.8% | +39.2% | +40.5% |
| 3Y | +63.5% | +55.3% | +8.2% | +36.2% |
| 5Y | +126.8% | +96.7% | +30.1% | +72.4% |
| 10Y | +209.8% | +195.4% | +14.5% | +105.9% |
| All | +4,782.9% | +20,112.4% | -15,329.5% | +1,775.5% |
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