+167.0%
CVX vs GPN
-44.7%
+211.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -4.6% | +7.2% | +3.3% |
| 30D | +9.8% | -0.3% | +10.1% | +9.7% |
| 3M | +16.2% | +35.4% | -19.2% | +10.2% |
| 6M | +13.6% | +21.7% | -8.0% | +9.2% |
| YTD | +44.4% | +14.9% | +29.5% | +39.7% |
| 1Y | +40.6% | +3.2% | +37.4% | +38.6% |
| 3Y | +48.2% | -27.1% | +75.3% | +53.3% |
| All | +167.0% | -44.7% | +211.7% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling