+219.2%
CVX vs GNRC
+448.8%
-229.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +9.8% | -15.7% | +25.6% | +12.7% |
| 3M | +16.2% | -27.3% | +43.5% | +21.3% |
| 6M | +13.6% | -12.1% | +25.7% | +13.4% |
| YTD | +44.4% | +37.1% | +7.3% | +31.8% |
| 1Y | +40.6% | -0.5% | +41.1% | +35.3% |
| 3Y | +48.2% | +61.5% | -13.3% | +25.9% |
| 5Y | +172.3% | -58.6% | +230.8% | +203.3% |
| All | +219.2% | +448.8% | -229.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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