+59.2%
CVX vs GLXY
-41.9%
+101.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | 0.0% |
| 7D | -9.7% | -14.6% | +4.9% | -10.0% |
| 30D | +3.6% | -36.2% | +39.8% | +2.6% |
| 3M | +13.3% | -30.1% | +43.4% | +12.4% |
| 6M | +16.9% | -56.1% | +73.0% | +15.1% |
| YTD | +43.4% | -38.9% | +82.3% | +41.8% |
| 1Y | +44.5% | -55.0% | +99.5% | +42.3% |
| All | +59.2% | -41.9% | +101.0% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling