+137.5%
CVX vs GFS
-11.4%
+149.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | +3.4% | +7.4% | -4.0% | +2.9% |
| 30D | -1.0% | -15.3% | +14.3% | +0.1% |
| 3M | +12.2% | -21.1% | +33.3% | +13.8% |
| 6M | +20.3% | -44.5% | +64.8% | +24.6% |
| YTD | +48.3% | +19.2% | +29.1% | +39.9% |
| 1Y | +46.9% | +27.2% | +19.7% | +37.2% |
| 3Y | +73.1% | -20.1% | +93.2% | +67.1% |
| 5Y | +135.2% | -25.6% | +160.8% | +124.7% |
| All | +137.5% | -11.4% | +149.0% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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