+167.0%
CVX vs GFI
+524.1%
-357.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | +2.6% | -4.9% | +7.5% | +2.8% |
| 30D | +9.8% | +10.7% | -0.9% | +9.5% |
| 3M | +16.2% | +25.6% | -9.4% | +15.3% |
| 6M | +13.6% | -8.3% | +21.9% | +13.9% |
| YTD | +44.4% | +6.3% | +38.1% | +42.9% |
| 1Y | +40.6% | +22.1% | +18.5% | +37.4% |
| 3Y | +48.2% | +289.2% | -241.0% | +30.1% |
| All | +167.0% | +524.1% | -357.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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