+138.9%
CVX vs GTLB
-49.8%
+188.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +0.7% | -4.1% | +4.8% | +0.8% |
| 30D | +9.1% | +12.3% | -3.2% | +8.6% |
| 3M | +13.1% | +65.9% | -52.8% | +11.0% |
| 6M | +16.3% | +104.0% | -87.7% | +13.0% |
| YTD | +43.5% | +26.0% | +17.5% | +41.8% |
| 1Y | +40.2% | -3.5% | +43.6% | +39.7% |
| 3Y | +44.2% | -9.6% | +53.9% | +42.4% |
| All | +138.9% | -49.8% | +188.7% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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