+141.8%
CVX vs GH
+467.1%
-325.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +2.6% | -2.5% | +5.1% | +2.8% |
| 30D | +9.8% | -4.7% | +14.5% | +10.1% |
| 3M | +16.2% | +20.2% | -4.0% | +14.7% |
| 6M | +13.6% | +78.8% | -65.2% | +9.2% |
| YTD | +44.4% | +54.1% | -9.7% | +39.8% |
| 1Y | +40.6% | +177.1% | -136.5% | +30.4% |
| 3Y | +48.2% | +371.6% | -323.4% | +29.3% |
| 5Y | +172.3% | +21.9% | +150.4% | +155.8% |
| All | +141.8% | +467.1% | -325.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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