+20.3%
CVX vs GIS
+4.9%
+15.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | +3.4% | -3.4% | +6.8% | +3.5% |
| 30D | -1.0% | +6.9% | -7.9% | -1.5% |
| 3M | +12.2% | -10.1% | +22.3% | +12.7% |
| 6M | +20.3% | +5.9% | +14.5% | +19.0% |
| All | +20.3% | +4.9% | +15.5% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling