+48.2%
CVX vs GDDY
+30.8%
+17.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | +2.6% | -3.2% | +5.8% | +2.7% |
| 30D | +9.8% | +6.8% | +3.0% | +9.5% |
| 3M | +16.2% | +30.5% | -14.3% | +14.2% |
| 6M | +13.6% | +13.3% | +0.3% | +12.5% |
| YTD | +44.4% | -21.0% | +65.3% | +46.9% |
| 1Y | +40.6% | -34.0% | +74.6% | +45.4% |
| 3Y | +48.2% | +33.1% | +15.1% | +44.3% |
| All | +48.2% | +30.8% | +17.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling