+219.2%
CVX vs GIS
-19.5%
+238.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -6.4% | +9.0% | +3.9% |
| 30D | +9.8% | -6.1% | +15.9% | +11.0% |
| 3M | +16.2% | +7.8% | +8.4% | +14.1% |
| 6M | +13.6% | -8.8% | +22.4% | +15.1% |
| YTD | +44.4% | -19.1% | +63.5% | +49.7% |
| 1Y | +40.6% | -24.8% | +65.4% | +47.7% |
| 3Y | +48.2% | -37.6% | +85.7% | +60.6% |
| 5Y | +172.3% | -25.4% | +197.7% | +178.7% |
| All | +219.2% | -19.5% | +238.7% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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