+1,178.8%
CVX vs GME
+1,082.6%
+96.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +3.3% | +7.2% | -3.9% | +3.0% |
| 30D | +12.9% | +0.8% | +12.1% | +12.8% |
| 3M | +11.7% | -14.0% | +25.7% | +12.5% |
| 6M | +14.1% | -19.7% | +33.9% | +15.2% |
| YTD | +40.7% | -4.6% | +45.3% | +40.6% |
| 1Y | +37.5% | -14.3% | +51.8% | +38.0% |
| 3Y | +43.9% | +4.0% | +39.9% | +33.1% |
| 5Y | +161.5% | -62.2% | +223.7% | +146.2% |
| 10Y | +215.1% | +241.4% | -26.2% | +45.8% |
| All | +1,178.8% | +1,082.6% | +96.2% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling