+24.5%
GLD vs CVX
+37.2%
-12.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -1.1% |
| 7D | -0.5% | +3.3% | -3.9% | 0.0% |
| 30D | +4.4% | +12.9% | -8.5% | +6.4% |
| 3M | -1.1% | +11.7% | -12.8% | +0.6% |
| 6M | -13.8% | +14.1% | -27.9% | -13.2% |
| YTD | +2.6% | +40.7% | -38.1% | +2.1% |
| 1Y | +24.5% | +37.5% | -13.0% | +22.5% |
| All | +24.5% | +37.2% | -12.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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