+1,072.3%
CVX vs GS
+1,576.5%
-504.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | +0.2% |
| 7D | -8.0% | -6.3% | -1.7% | -6.2% |
| 30D | +2.6% | -3.1% | +5.7% | +3.3% |
| 3M | +15.2% | -17.7% | +32.9% | +21.9% |
| 6M | +12.5% | -4.6% | +17.1% | +12.3% |
| YTD | +43.6% | +0.3% | +43.3% | +39.5% |
| 1Y | +45.0% | +11.7% | +33.3% | +35.5% |
| 3Y | +63.5% | +183.6% | -120.0% | +9.9% |
| 5Y | +126.8% | +141.0% | -14.2% | +58.6% |
| 10Y | +209.8% | +507.4% | -297.6% | +61.5% |
| All | +1,072.3% | +1,576.5% | -504.2% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling