+129.8%
CVX vs GFS
-2.1%
+131.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | +3.2% | -2.5% | +0.4% |
| 30D | +9.1% | -9.6% | +18.7% | +9.9% |
| 3M | +13.1% | -38.5% | +51.6% | +16.9% |
| 6M | +16.3% | -1.3% | +17.6% | +13.6% |
| YTD | +43.5% | +31.8% | +11.7% | +34.7% |
| 1Y | +40.2% | +44.6% | -4.4% | +29.5% |
| 3Y | +44.2% | -20.6% | +64.9% | +40.1% |
| All | +129.8% | -2.1% | +131.9% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling