+219.2%
CVX vs GILD
+163.6%
+55.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +2.6% | -4.8% | +7.4% | +3.6% |
| 30D | +9.8% | +5.8% | +4.1% | +8.5% |
| 3M | +16.2% | +14.9% | +1.3% | +12.7% |
| 6M | +13.6% | -0.4% | +14.0% | +13.3% |
| YTD | +44.4% | +18.5% | +25.8% | +38.1% |
| 1Y | +40.6% | +25.1% | +15.5% | +32.6% |
| 3Y | +48.2% | +105.9% | -57.7% | +21.9% |
| 5Y | +172.3% | +143.0% | +29.3% | +112.0% |
| All | +219.2% | +163.6% | +55.6% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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