+124.5%
GLD vs CVX
+42.1%
+82.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +0.3% | +13.4% | -13.1% | +0.5% |
| 3M | +0.6% | +11.8% | -11.2% | +0.8% |
| 6M | -15.6% | +12.4% | -28.0% | -15.7% |
| YTD | +0.9% | +41.5% | -40.6% | -0.8% |
| 1Y | +19.4% | +41.6% | -22.2% | +17.3% |
| 3Y | +124.5% | +42.2% | +82.2% | +119.0% |
| All | +124.5% | +42.1% | +82.4% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling