+4,790.9%
CVX vs GPC
+2,088.4%
+2,702.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.3% |
| 7D | -1.7% | -2.1% | +0.4% | -0.9% |
| 30D | -0.8% | -4.5% | +3.7% | +0.8% |
| 3M | +9.4% | -7.7% | +17.1% | +12.5% |
| 6M | +17.5% | +24.3% | -6.8% | +4.8% |
| YTD | +43.8% | +3.5% | +40.4% | +36.8% |
| 1Y | +41.9% | +0.7% | +41.1% | +36.4% |
| 3Y | +69.1% | 0.0% | +69.2% | +57.0% |
| 5Y | +128.3% | +5.8% | +122.5% | +101.3% |
| 10Y | +204.9% | +75.8% | +129.2% | +106.5% |
| All | +4,790.9% | +2,088.4% | +2,702.6% | +1,393.0% |
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