+218.2%
GLD vs CVX
+215.4%
+2.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +0.1% | +1.0% | -0.8% | +0.1% |
| 30D | +0.2% | +10.7% | -10.5% | -0.1% |
| 3M | +3.2% | +15.5% | -12.3% | +2.7% |
| 6M | -14.6% | +14.9% | -29.5% | -15.1% |
| YTD | +1.8% | +44.2% | -42.4% | +0.2% |
| 1Y | +20.7% | +43.5% | -22.8% | +18.9% |
| 3Y | +126.5% | +45.0% | +81.5% | +122.4% |
| 5Y | +140.0% | +172.2% | -32.1% | +131.8% |
| 10Y | +218.2% | +221.9% | -3.7% | +195.8% |
| All | +218.2% | +215.4% | +2.8% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling