+58.9%
CVX vs GGLL
+328.4%
-269.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -0.6% | +1.9% | -2.5% | -0.6% |
| 30D | +13.4% | -9.7% | +23.2% | +13.7% |
| 3M | +11.8% | -18.0% | +29.9% | +12.3% |
| 6M | +12.4% | +15.3% | -2.8% | +10.6% |
| YTD | +41.5% | +2.2% | +39.3% | +40.0% |
| 1Y | +41.6% | +73.1% | -31.5% | +34.4% |
| 3Y | +42.2% | +242.7% | -200.5% | +22.9% |
| All | +58.9% | +328.4% | -269.4% | +38.8% |
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