+478.5%
CVX vs GNRC
+2,020.8%
-1,542.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +9.1% | -15.8% | +25.0% | +12.2% |
| 3M | +13.1% | -24.0% | +37.1% | +17.2% |
| 6M | +16.3% | -13.8% | +30.0% | +16.6% |
| YTD | +43.5% | +33.2% | +10.3% | +31.9% |
| 1Y | +40.2% | -1.8% | +42.0% | +35.4% |
| 3Y | +44.2% | +57.7% | -13.5% | +23.6% |
| 5Y | +170.6% | -59.7% | +230.4% | +188.5% |
| 10Y | +220.3% | +430.7% | -210.4% | +77.6% |
| All | +478.5% | +2,020.8% | -1,542.3% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling