+4,779.0%
CVX vs GFI
+660.1%
+4,118.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | +0.7% | -5.1% | +5.8% | +1.1% |
| 30D | +9.1% | +13.4% | -4.3% | +8.1% |
| 3M | +13.1% | +36.2% | -23.2% | +10.2% |
| 6M | +16.3% | -9.8% | +26.1% | +16.1% |
| YTD | +43.5% | +7.7% | +35.8% | +40.9% |
| 1Y | +40.2% | +27.2% | +13.0% | +35.3% |
| 3Y | +44.2% | +300.3% | -256.0% | +25.3% |
| 5Y | +170.6% | +539.8% | -369.2% | +122.4% |
| 10Y | +220.3% | +1,058.5% | -838.2% | +136.7% |
| All | +4,779.0% | +660.1% | +4,118.9% | +3,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling