+162.6%
CVX vs GS
+185.3%
-22.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | +0.9% | +2.4% | +3.1% |
| 30D | +12.9% | -1.6% | +14.5% | +13.2% |
| 3M | +11.7% | -4.5% | +16.2% | +12.3% |
| 6M | +14.1% | +20.9% | -6.7% | +6.5% |
| YTD | +40.7% | +19.9% | +20.8% | +30.9% |
| 1Y | +37.5% | +41.4% | -3.9% | +20.1% |
| 3Y | +43.9% | +239.2% | -195.2% | -12.5% |
| All | +162.6% | +185.3% | -22.6% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling