+219.2%
CVX vs GDDY
+207.2%
+11.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +3.2% |
| 30D | +9.8% | +6.8% | +3.0% | +7.8% |
| 3M | +16.2% | +30.5% | -14.3% | +7.1% |
| 6M | +13.6% | +13.3% | +0.3% | +7.7% |
| YTD | +44.4% | -21.0% | +65.3% | +49.4% |
| 1Y | +40.6% | -34.0% | +74.6% | +52.6% |
| 3Y | +48.2% | +33.1% | +15.1% | +25.6% |
| 5Y | +172.3% | +30.3% | +141.9% | +125.4% |
| All | +219.2% | +207.2% | +11.9% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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