+4,775.6%
CVX vs GPC
+2,071.6%
+2,704.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.4% |
| 7D | -9.7% | +1.6% | -11.3% | -10.4% |
| 30D | +3.6% | -2.1% | +5.7% | +4.2% |
| 3M | +13.3% | -6.8% | +20.1% | +16.0% |
| 6M | +16.9% | +18.6% | -1.7% | +6.4% |
| YTD | +43.4% | +2.7% | +40.7% | +36.9% |
| 1Y | +44.5% | +1.8% | +42.7% | +38.3% |
| 3Y | +64.0% | +1.1% | +62.9% | +51.4% |
| 5Y | +126.4% | +4.1% | +122.4% | +101.2% |
| 10Y | +209.4% | +88.2% | +121.1% | +103.6% |
| All | +4,775.6% | +2,071.6% | +2,704.0% | +1,393.6% |
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