+56.2%
CVX vs GLXY
+12.0%
+44.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.3% |
| 7D | +3.3% | +13.4% | -10.1% | +3.7% |
| 30D | +12.9% | +38.1% | -25.2% | +13.7% |
| 3M | +11.7% | -7.3% | +19.0% | +11.8% |
| 6M | +14.1% | +8.2% | +6.0% | +14.7% |
| YTD | +40.7% | +17.8% | +22.9% | +41.3% |
| 1Y | +37.5% | +14.9% | +22.6% | +39.0% |
| All | +56.2% | +12.0% | +44.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling