+46.9%
CVX vs GS
+12.2%
+34.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.7% |
| 7D | +3.4% | +5.9% | -2.4% | +4.5% |
| 30D | -1.0% | +4.3% | -5.3% | 0.0% |
| 3M | +12.2% | -11.7% | +23.9% | +10.1% |
| 6M | +20.3% | -3.2% | +23.5% | +21.2% |
| YTD | +48.3% | +5.8% | +42.5% | +51.2% |
| 1Y | +46.9% | +16.0% | +30.9% | +49.4% |
| All | +46.9% | +12.2% | +34.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling