+4,683.6%
CVX vs GPC
+2,341.8%
+2,341.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | +3.3% | +1.2% | +2.1% | +2.8% |
| 30D | +12.9% | +6.0% | +6.9% | +10.0% |
| 3M | +11.7% | +42.6% | -30.9% | -5.3% |
| 6M | +14.1% | +22.8% | -8.6% | +2.4% |
| YTD | +40.7% | +15.5% | +25.2% | +28.4% |
| 1Y | +37.5% | +2.0% | +35.5% | +32.2% |
| 3Y | +43.9% | -1.4% | +45.4% | +34.8% |
| 5Y | +161.5% | +30.6% | +130.9% | +110.6% |
| 10Y | +215.1% | +80.6% | +134.5% | +111.5% |
| All | +4,683.6% | +2,341.8% | +2,341.8% | +1,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling