+4,942.5%
CVX vs GIS
+1,368.5%
+3,574.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | +3.4% | -3.4% | +6.8% | +4.4% |
| 30D | -1.0% | +6.9% | -7.9% | -3.2% |
| 3M | +12.2% | -10.1% | +22.3% | +15.0% |
| 6M | +20.3% | +5.9% | +14.5% | +17.1% |
| YTD | +48.3% | -21.1% | +69.4% | +56.6% |
| 1Y | +46.9% | -22.5% | +69.4% | +55.8% |
| 3Y | +73.1% | -39.0% | +112.1% | +94.7% |
| 5Y | +135.2% | -33.3% | +168.6% | +153.1% |
| 10Y | +214.4% | -17.0% | +231.4% | +205.2% |
| All | +4,942.5% | +1,368.5% | +3,574.0% | +2,251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling