+60.0%
CVX vs GGLL
+194.0%
-134.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -6.2% | +5.1% | -11.3% | -6.3% |
| 30D | -0.4% | -35.5% | +35.1% | +0.4% |
| 3M | +9.3% | -39.2% | +48.5% | +10.2% |
| 6M | +18.4% | -54.4% | +72.8% | +20.4% |
| YTD | +42.5% | -29.8% | +72.3% | +41.7% |
| 1Y | +41.0% | -20.4% | +61.5% | +38.9% |
| 3Y | +67.5% | +149.7% | -82.2% | +45.0% |
| All | +60.0% | +194.0% | -134.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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