+172.2%
CVX vs GME
-55.8%
+228.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +1.8% |
| 7D | +1.0% | +4.8% | -3.9% | +0.9% |
| 30D | +10.7% | +5.9% | +4.8% | +10.5% |
| 3M | +15.5% | -10.7% | +26.2% | +15.7% |
| 6M | +14.9% | -19.8% | +34.7% | +15.3% |
| YTD | +44.2% | -0.9% | +45.1% | +44.0% |
| 1Y | +43.5% | -15.7% | +59.2% | +43.8% |
| 3Y | +45.0% | +12.3% | +32.7% | +39.7% |
| 5Y | +172.2% | -60.1% | +232.2% | +172.1% |
| All | +172.2% | -55.8% | +228.0% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling