+207.2%
CVX vs GPC
+79.8%
+127.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +13.4% | -0.4% | +13.8% | +13.4% |
| 3M | +11.8% | +39.2% | -27.3% | -4.8% |
| 6M | +12.4% | +18.2% | -5.8% | +2.3% |
| YTD | +41.5% | +12.1% | +29.4% | +30.4% |
| 1Y | +41.6% | -0.7% | +42.3% | +38.0% |
| 3Y | +42.2% | -1.7% | +43.9% | +32.6% |
| 5Y | +166.0% | +29.3% | +136.7% | +103.0% |
| 10Y | +207.2% | +80.7% | +126.6% | +78.4% |
| All | +207.2% | +79.8% | +127.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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