+208.4%
GLD vs CVX
+199.5%
+9.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | -6.2% | +9.0% | +3.0% |
| 30D | -4.0% | -0.4% | -3.6% | -4.0% |
| 3M | -8.2% | +9.3% | -17.6% | -8.5% |
| 6M | -14.8% | +18.4% | -33.2% | -15.4% |
| YTD | -6.8% | +42.5% | -49.3% | -8.3% |
| 1Y | -2.4% | +41.0% | -43.4% | -3.9% |
| 3Y | +105.8% | +67.5% | +38.3% | +100.8% |
| 5Y | +113.3% | +126.1% | -12.8% | +106.8% |
| 10Y | +208.4% | +198.8% | +9.7% | +187.9% |
| All | +208.4% | +199.5% | +9.0% | +187.9% |
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