+219.2%
CVX vs GPN
+28.5%
+190.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -4.3% | +6.9% | +4.0% |
| 30D | +9.8% | 0.0% | +9.8% | +9.5% |
| 3M | +16.2% | +35.8% | -19.6% | +3.8% |
| 6M | +13.6% | +22.0% | -8.4% | +4.0% |
| YTD | +44.4% | +15.2% | +29.2% | +33.6% |
| 1Y | +40.6% | +3.5% | +37.1% | +34.6% |
| 3Y | +48.2% | -26.9% | +75.1% | +56.1% |
| 5Y | +172.3% | -44.2% | +216.5% | +209.5% |
| All | +219.2% | +28.5% | +190.6% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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