+61.1%
CVX vs GGLL
+188.6%
-127.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -9.7% | +3.1% | -12.8% | -9.8% |
| 30D | +3.6% | -36.3% | +40.0% | +4.4% |
| 3M | +13.3% | -40.4% | +53.7% | +14.3% |
| 6M | +16.9% | -54.6% | +71.5% | +18.8% |
| YTD | +43.4% | -31.1% | +74.5% | +42.7% |
| 1Y | +44.5% | -19.2% | +63.7% | +41.9% |
| 3Y | +64.0% | +151.5% | -87.6% | +41.7% |
| All | +61.1% | +188.6% | -127.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling