+62.0%
CVX vs GLXY
-35.4%
+97.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.4% | +1.3% |
| 7D | +1.6% | +16.9% | -15.3% | +2.1% |
| 30D | -0.6% | -23.0% | +22.3% | -1.2% |
| 3M | +11.0% | -28.0% | +39.0% | +10.2% |
| 6M | +18.4% | -51.6% | +70.1% | +16.9% |
| YTD | +45.9% | -32.1% | +78.0% | +44.7% |
| 1Y | +46.7% | -51.5% | +98.1% | +44.9% |
| All | +62.0% | -35.4% | +97.4% | +63.7% |
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