+1,278.9%
CVX vs GPN
+2,494.6%
-1,215.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -1.0% |
| 7D | +0.7% | -3.5% | +4.2% | +1.7% |
| 30D | +9.1% | +3.1% | +6.0% | +7.9% |
| 3M | +13.1% | +42.3% | -29.2% | +1.0% |
| 6M | +16.3% | +20.9% | -4.6% | +7.9% |
| YTD | +43.5% | +15.2% | +28.3% | +34.1% |
| 1Y | +40.2% | +5.4% | +34.7% | +33.8% |
| 3Y | +44.2% | -27.4% | +71.6% | +49.8% |
| 5Y | +170.6% | -44.2% | +214.8% | +194.2% |
| 10Y | +220.3% | +27.4% | +193.0% | +175.2% |
| All | +1,278.9% | +2,494.6% | -1,215.8% | +642.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling