+59.3%
CVX vs GLXY
+2.7%
+56.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.6% |
| 7D | +0.7% | -8.9% | +9.6% | +0.5% |
| 30D | +9.1% | +19.9% | -10.7% | +9.6% |
| 3M | +13.1% | -20.0% | +33.0% | +12.9% |
| 6M | +16.3% | +10.5% | +5.7% | +16.7% |
| YTD | +43.5% | +7.9% | +35.6% | +43.8% |
| 1Y | +40.2% | -7.5% | +47.6% | +41.0% |
| All | +59.3% | +2.7% | +56.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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