+130.0%
CVX vs GIS
-33.3%
+163.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.4% |
| 7D | +3.4% | -3.4% | +6.8% | +3.8% |
| 30D | -1.0% | +6.9% | -7.9% | -1.9% |
| 3M | +12.2% | -10.1% | +22.3% | +13.3% |
| 6M | +20.3% | +5.9% | +14.5% | +19.0% |
| YTD | +48.3% | -21.1% | +69.4% | +52.2% |
| 1Y | +46.9% | -22.5% | +69.4% | +51.1% |
| 3Y | +73.1% | -39.0% | +112.1% | +83.0% |
| All | +130.0% | -33.3% | +163.3% | +136.2% |
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