+198.6%
CVX vs GPC
+93.7%
+104.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.8% |
| 7D | -7.5% | +0.8% | -8.3% | -7.8% |
| 30D | -0.6% | -1.1% | +0.5% | -0.5% |
| 3M | +14.0% | -6.6% | +20.6% | +16.7% |
| 6M | +18.1% | +22.2% | -4.1% | +5.7% |
| YTD | +42.2% | +5.1% | +37.1% | +34.1% |
| 1Y | +41.3% | +2.8% | +38.5% | +34.5% |
| 3Y | +68.3% | +2.4% | +66.0% | +52.7% |
| 5Y | +122.0% | +7.8% | +114.3% | +87.1% |
| 10Y | +198.6% | +87.2% | +111.3% | +72.8% |
| All | +198.6% | +93.7% | +104.8% | +72.8% |
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