+214.5%
CVX vs GSK
+105.0%
+109.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | -1.0% | +6.3% | -7.3% | -3.2% |
| 3M | +12.2% | +1.8% | +10.4% | +11.0% |
| 6M | +20.3% | +1.7% | +18.7% | +18.6% |
| YTD | +48.3% | +6.5% | +41.8% | +41.9% |
| 1Y | +46.9% | +9.5% | +37.4% | +39.0% |
| 3Y | +73.1% | +65.3% | +7.8% | +31.4% |
| 5Y | +135.2% | +43.7% | +91.5% | +86.9% |
| All | +214.5% | +105.0% | +109.6% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling