+170.6%
CVX vs GIS
-25.0%
+195.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.1% |
| 7D | +0.7% | -8.4% | +9.1% | +1.7% |
| 30D | +9.1% | -5.2% | +14.3% | +9.8% |
| 3M | +13.1% | +8.2% | +4.9% | +11.7% |
| 6M | +16.3% | -12.0% | +28.3% | +18.0% |
| YTD | +43.5% | -18.9% | +62.4% | +47.2% |
| 1Y | +40.2% | -23.6% | +63.8% | +44.9% |
| 3Y | +44.2% | -37.6% | +81.9% | +52.7% |
| 5Y | +170.6% | -25.2% | +195.8% | +166.4% |
| All | +170.6% | -25.0% | +195.6% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling